-35.5%
MOD vs WAT
+26.7%
-62.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -17.8% | +3.4% | -21.2% | -18.8% |
| 30D | -43.2% | +9.6% | -52.9% | -44.7% |
| 3M | -46.0% | +15.5% | -61.5% | -48.5% |
| 6M | -62.2% | +33.9% | -96.1% | -65.6% |
| YTD | -22.8% | +25.2% | -48.0% | -33.7% |
| 1Y | -35.5% | +26.3% | -61.8% | -44.0% |
| All | -35.5% | +26.7% | -62.2% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling