+812.7%
MOD vs WAT
+35.9%
+776.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +8.1% |
| 7D | -13.9% | +6.0% | -20.0% | -16.0% |
| 30D | -41.5% | +9.9% | -51.4% | -43.7% |
| 3M | -45.7% | +17.2% | -62.9% | -49.3% |
| 6M | -61.1% | +34.2% | -95.3% | -65.9% |
| YTD | -20.5% | +25.5% | -46.0% | -29.4% |
| 1Y | -32.1% | +28.3% | -60.4% | -40.1% |
| 3Y | +146.5% | +88.4% | +58.1% | +70.0% |
| 5Y | +812.7% | +36.1% | +776.6% | +585.3% |
| All | +812.7% | +35.9% | +776.8% | +585.3% |
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 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