+228.5%
WAT vs GDDY
+390.3%
-161.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | -0.3% | -3.2% | +2.9% | +0.4% |
| 30D | -1.9% | +6.8% | -8.7% | -3.7% |
| 3M | +13.5% | +30.5% | -17.0% | +5.0% |
| 6M | +37.2% | +13.3% | +23.9% | +30.7% |
| YTD | +7.5% | -21.0% | +28.5% | +11.2% |
| 1Y | +35.0% | -34.0% | +69.0% | +45.9% |
| 3Y | +55.1% | +33.1% | +22.0% | +37.7% |
| 5Y | -2.8% | +30.3% | -33.1% | -14.5% |
| 10Y | +170.2% | +205.5% | -35.3% | +101.6% |
| All | +228.5% | +390.3% | -161.9% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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