-33.5%
MOD vs WAT
+27.0%
-60.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +8.4% |
| 7D | -13.9% | +6.0% | -20.0% | -15.7% |
| 30D | -41.5% | +9.9% | -51.4% | -43.1% |
| 3M | -45.7% | +17.2% | -62.9% | -48.4% |
| 6M | -61.1% | +34.2% | -95.3% | -64.7% |
| YTD | -20.5% | +25.5% | -46.0% | -31.8% |
| All | -33.5% | +27.0% | -60.6% | -42.3% |
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