+34.4%
WAT vs MDY
+37.8%
-3.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.7% |
| 7D | +0.7% | +0.2% | +0.5% | +0.5% |
| 30D | +9.0% | +2.1% | +6.8% | +6.8% |
| 3M | +13.5% | -3.6% | +17.1% | +17.4% |
| 6M | +35.3% | +1.7% | +33.6% | +33.0% |
| YTD | +24.0% | +13.8% | +10.2% | +10.0% |
| 1Y | +22.0% | +15.5% | +6.4% | +6.7% |
| 3Y | +84.0% | +58.3% | +25.7% | +21.7% |
| 5Y | +34.4% | +37.4% | -3.1% | -0.9% |
| All | +34.4% | +37.8% | -3.4% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling