+1,082.7%
MOD vs WAT
+28.6%
+1,054.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.4% | +28.3% | +28.0% |
| 7D | +40.4% | +0.6% | +39.8% | +40.1% |
| 30D | -14.0% | +5.4% | -19.4% | -15.8% |
| 3M | -33.3% | +11.3% | -44.6% | -36.4% |
| 6M | -51.4% | +37.4% | -88.8% | -57.8% |
| YTD | +1.6% | +21.2% | -19.6% | -8.5% |
| 1Y | +5.4% | +21.3% | -16.0% | -4.9% |
| 3Y | +191.0% | +83.4% | +107.6% | +102.1% |
| All | +1,082.7% | +28.6% | +1,054.1% | +793.6% |
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