+12,475.7%
WAT vs DD
+908.0%
+11,567.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.6% |
| 7D | +3.4% | +2.2% | +1.2% | +2.6% |
| 30D | +9.6% | +20.7% | -11.1% | +2.8% |
| 3M | +15.5% | +11.3% | +4.2% | +11.2% |
| 6M | +33.9% | +6.0% | +27.9% | +30.5% |
| YTD | +25.2% | +31.7% | -6.5% | +13.1% |
| 1Y | +26.3% | +32.2% | -6.0% | +13.9% |
| 3Y | +85.8% | +92.7% | -6.9% | +46.2% |
| 5Y | +35.3% | +72.1% | -36.8% | +9.4% |
| 10Y | +231.8% | +99.7% | +132.1% | +140.5% |
| All | +12,475.7% | +908.0% | +11,567.7% | +4,735.2% |
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