+25.3%
MTUM vs WAT
+41.4%
-16.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +1.7% | -1.3% | +3.0% | +1.9% |
| 30D | -1.7% | +2.3% | -4.0% | -2.0% |
| 3M | -6.3% | +8.7% | -15.1% | -7.4% |
| 6M | +21.8% | +28.3% | -6.5% | +17.3% |
| YTD | +22.0% | +7.8% | +14.3% | +17.7% |
| 1Y | +25.3% | +36.6% | -11.3% | +22.8% |
| All | +25.3% | +41.4% | -16.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling