+79.1%
MTUM vs WAT
-3.5%
+82.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -2.4% | -1.9% | -0.6% | -2.1% |
| 3M | -3.6% | +13.5% | -17.2% | -6.6% |
| 6M | +23.7% | +37.2% | -13.6% | +13.9% |
| YTD | +22.9% | +7.5% | +15.4% | +19.5% |
| 1Y | +21.8% | +35.0% | -13.3% | +11.3% |
| 3Y | +114.4% | +55.1% | +59.4% | +80.2% |
| All | +79.1% | -3.5% | +82.6% | +71.6% |
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