+228.3%
WAT vs MDY
+165.3%
+63.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +0.6% | +2.3% | -1.7% | -1.2% |
| 30D | +5.4% | +2.0% | +3.4% | +3.8% |
| 3M | +11.3% | -5.6% | +16.9% | +16.6% |
| 6M | +37.4% | +1.3% | +36.1% | +35.9% |
| YTD | +21.2% | +12.3% | +8.8% | +10.6% |
| 1Y | +21.3% | +15.8% | +5.6% | +8.1% |
| 3Y | +83.4% | +56.5% | +26.9% | +30.3% |
| 5Y | +29.0% | +35.1% | -6.2% | +1.8% |
| All | +228.3% | +165.3% | +63.0% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling