+163.8%
WAT vs MDY
+177.6%
-13.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +1.3% |
| 7D | -1.8% | -0.8% | -1.0% | -1.2% |
| 30D | -1.7% | -3.9% | +2.2% | +1.5% |
| 3M | +9.1% | 0.0% | +9.1% | +9.1% |
| 6M | +32.4% | +8.5% | +23.9% | +24.3% |
| YTD | +6.6% | +13.2% | -6.6% | -3.3% |
| 1Y | +34.7% | +15.0% | +19.7% | +20.7% |
| 3Y | +53.6% | +49.6% | +4.0% | +13.0% |
| 5Y | -4.1% | +46.0% | -50.1% | -28.5% |
| All | +163.8% | +177.6% | -13.8% | +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 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