+753.4%
MOD vs WAT
+32.4%
+721.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.3% |
| 7D | -25.5% | -1.1% | -24.4% | -25.2% |
| 30D | -49.0% | +5.0% | -54.0% | -50.0% |
| 3M | -49.8% | +14.5% | -64.3% | -52.7% |
| 6M | -64.8% | +30.9% | -95.7% | -68.8% |
| YTD | -27.6% | +20.5% | -48.1% | -34.7% |
| 1Y | -35.2% | +23.3% | -58.5% | -41.9% |
| 3Y | +137.1% | +81.5% | +55.7% | +65.9% |
| All | +753.4% | +32.4% | +721.1% | +551.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling