+166.6%
WAT vs DD
+69.3%
+97.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | -1.0% | -7.4% | +6.4% | +2.3% |
| 3M | +10.9% | -6.4% | +17.3% | +13.7% |
| 6M | +33.2% | -2.5% | +35.6% | +33.7% |
| YTD | +6.1% | +10.2% | -4.2% | +0.7% |
| 1Y | +30.2% | +36.9% | -6.7% | +12.5% |
| 3Y | +52.9% | +47.0% | +5.8% | +25.8% |
| 5Y | -5.1% | +63.1% | -68.3% | -26.5% |
| All | +166.6% | +69.3% | +97.3% | +89.7% |
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