+161.8%
WAT vs MDY
+175.0%
-13.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | 0.0% |
| 7D | -2.9% | -2.5% | -0.4% | -0.9% |
| 30D | -3.2% | -5.0% | +1.8% | +0.9% |
| 3M | +10.6% | +0.5% | +10.1% | +10.2% |
| 6M | +34.0% | +8.0% | +26.0% | +26.3% |
| YTD | +5.7% | +12.2% | -6.4% | -3.3% |
| 1Y | +37.1% | +14.0% | +23.1% | +23.7% |
| 3Y | +52.4% | +48.2% | +4.2% | +13.0% |
| 5Y | -4.4% | +46.1% | -50.5% | -28.7% |
| All | +161.8% | +175.0% | -13.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling