+124.3%
MOD vs WAT
+73.0%
+51.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.1% | -4.2% | -6.2% |
| 7D | -34.2% | -5.6% | -28.5% | -32.8% |
| 30D | -51.9% | +3.8% | -55.7% | -52.5% |
| 3M | -53.0% | +13.3% | -66.3% | -55.1% |
| 6M | -66.4% | +32.2% | -98.5% | -69.6% |
| YTD | -31.5% | +19.3% | -50.8% | -36.9% |
| 1Y | -39.6% | +21.8% | -61.4% | -44.6% |
| All | +124.3% | +73.0% | +51.3% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling