+52.9%
WAT vs MDY
+51.1%
+1.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.9% |
| 7D | -0.7% | +1.0% | -1.8% | -1.7% |
| 30D | -1.0% | -3.1% | +2.2% | +2.3% |
| 3M | +10.9% | +1.8% | +9.1% | +8.8% |
| 6M | +33.2% | +10.8% | +22.4% | +20.3% |
| YTD | +6.1% | +14.4% | -8.4% | -7.4% |
| 1Y | +30.2% | +15.2% | +15.0% | +12.9% |
| 3Y | +52.9% | +51.2% | +1.7% | +0.3% |
| All | +52.9% | +51.1% | +1.8% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling