+114.4%
MTUM vs WAT
+54.7%
+59.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -2.4% | -1.9% | -0.6% | -2.2% |
| 3M | -3.6% | +13.5% | -17.2% | -5.8% |
| 6M | +23.7% | +37.2% | -13.6% | +16.5% |
| YTD | +22.9% | +7.5% | +15.4% | +20.2% |
| 1Y | +21.8% | +35.0% | -13.3% | +14.0% |
| 3Y | +114.4% | +55.1% | +59.4% | +95.8% |
| All | +114.4% | +54.7% | +59.7% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling