+4,697.1%
MTZ vs WAT
+10,816.8%
-6,119.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | -11.1% | +2.3% | -13.4% | -11.8% |
| 3M | -36.7% | +8.7% | -45.4% | -38.5% |
| 6M | -21.9% | +28.3% | -50.3% | -28.5% |
| YTD | +9.1% | +7.8% | +1.3% | +4.9% |
| 1Y | +30.0% | +36.6% | -6.6% | +15.4% |
| 3Y | +138.5% | +45.7% | +92.8% | +103.7% |
| 5Y | +158.3% | -3.3% | +161.7% | +146.0% |
| 10Y | +700.8% | +162.1% | +538.7% | +458.8% |
| All | +4,697.1% | +10,816.8% | -6,119.7% | +1,246.8% |
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 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