+51.5%
WAT vs DD
+46.1%
+5.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -1.3% | -3.5% | +2.2% | +0.4% |
| 30D | +2.3% | -10.3% | +12.7% | +7.6% |
| 3M | +8.7% | -7.5% | +16.3% | +12.4% |
| 6M | +28.3% | -8.0% | +36.3% | +32.3% |
| YTD | +7.8% | +10.5% | -2.7% | +1.1% |
| 1Y | +36.6% | +38.3% | -1.7% | +14.1% |
| All | +51.5% | +46.1% | +5.3% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling