+12,001.8%
WAT vs DD
+841.5%
+11,160.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -1.1% | +4.6% | -5.7% | -2.7% |
| 30D | +5.0% | +11.8% | -6.8% | +1.0% |
| 3M | +14.5% | +2.2% | +12.3% | +13.4% |
| 6M | +30.9% | -1.6% | +32.6% | +30.8% |
| YTD | +20.5% | +23.0% | -2.5% | +11.4% |
| 1Y | +23.3% | +26.9% | -3.7% | +12.7% |
| 3Y | +81.5% | +77.9% | +3.6% | +46.7% |
| 5Y | +33.4% | +59.9% | -26.5% | +10.5% |
| 10Y | +231.5% | +90.1% | +141.4% | +144.5% |
| All | +12,001.8% | +841.5% | +11,160.4% | +4,661.6% |
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