+228.3%
WAT vs DD
+97.1%
+131.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.6% | +5.0% | -4.4% | -1.4% |
| 30D | +5.4% | +19.7% | -14.3% | -2.4% |
| 3M | +11.3% | +7.2% | +4.1% | +7.8% |
| 6M | +37.4% | +1.0% | +36.4% | +35.9% |
| YTD | +21.2% | +29.1% | -7.9% | +7.4% |
| 1Y | +21.3% | +28.5% | -7.1% | +7.7% |
| 3Y | +83.4% | +89.4% | -6.1% | +35.9% |
| 5Y | +29.0% | +67.1% | -38.2% | -1.4% |
| All | +228.3% | +97.1% | +131.2% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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