-66.4%
MOD vs WAT
+34.0%
-100.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.1% | -4.2% | -6.5% |
| 7D | -34.2% | -5.6% | -28.5% | -33.2% |
| 30D | -51.9% | +3.8% | -55.7% | -51.8% |
| 3M | -53.0% | +13.3% | -66.3% | -53.8% |
| 6M | -66.4% | +32.2% | -98.5% | -65.8% |
| All | -66.4% | +34.0% | -100.4% | -65.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling