+231.8%
WAT vs WWD
+460.9%
-229.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | +9.6% | -0.4% | +10.0% | +9.5% |
| 3M | +15.5% | -6.1% | +21.6% | +17.2% |
| 6M | +33.9% | -9.5% | +43.4% | +36.6% |
| YTD | +25.2% | +10.8% | +14.4% | +19.0% |
| 1Y | +26.3% | +23.5% | +2.7% | +15.7% |
| 3Y | +85.8% | +151.3% | -65.5% | +33.2% |
| 5Y | +35.3% | +187.8% | -152.5% | -9.1% |
| 10Y | +231.8% | +461.1% | -229.3% | +84.5% |
| All | +231.8% | +460.9% | -229.1% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling