+10,726.6%
WAT vs DD
+745.5%
+9,981.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.3% | -3.5% | +2.2% | -0.1% |
| 30D | +2.3% | -10.3% | +12.7% | +6.1% |
| 3M | +8.7% | -7.5% | +16.3% | +11.4% |
| 6M | +28.3% | -8.0% | +36.3% | +31.4% |
| YTD | +7.8% | +10.5% | -2.7% | +3.5% |
| 1Y | +36.6% | +38.3% | -1.7% | +21.4% |
| 3Y | +45.7% | +42.5% | +3.2% | +26.7% |
| 5Y | -3.3% | +60.2% | -63.5% | -20.0% |
| 10Y | +162.1% | +68.9% | +93.2% | +101.5% |
| All | +10,726.6% | +745.5% | +9,981.1% | +4,325.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling