+966.8%
MOD vs WAT
+232.2%
+734.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +7.9% |
| 7D | -13.9% | +6.0% | -20.0% | -16.3% |
| 30D | -41.5% | +9.9% | -51.4% | -44.1% |
| 3M | -45.7% | +17.2% | -62.9% | -49.9% |
| 6M | -61.1% | +34.2% | -95.3% | -66.6% |
| YTD | -20.5% | +25.5% | -46.0% | -30.6% |
| 1Y | -32.1% | +28.3% | -60.4% | -41.2% |
| 3Y | +146.5% | +88.4% | +58.1% | +63.4% |
| 5Y | +812.7% | +36.1% | +776.6% | +605.4% |
| 10Y | +966.8% | +234.8% | +732.0% | +393.5% |
| All | +966.8% | +232.2% | +734.6% | +393.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling