+338.3%
MOD vs WAT
+11,982.1%
-11,643.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.1% | -4.2% | -6.2% |
| 7D | -34.2% | -5.6% | -28.5% | -32.9% |
| 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% | -36.5% |
| 1Y | -39.6% | +21.8% | -61.4% | -44.2% |
| 3Y | +116.8% | +73.9% | +42.9% | +73.1% |
| 5Y | +713.8% | +32.1% | +681.7% | +605.5% |
| 10Y | +882.7% | +228.2% | +654.5% | +537.2% |
| All | +338.3% | +11,982.1% | -11,643.8% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling