+83.4%
WAT vs WWD
+148.2%
-64.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.6% | +4.0% | -3.4% | -0.5% |
| 30D | +5.4% | +0.4% | +5.0% | +5.1% |
| 3M | +11.3% | -7.9% | +19.2% | +13.5% |
| 6M | +37.4% | -10.6% | +48.1% | +40.4% |
| YTD | +21.2% | +9.4% | +11.8% | +15.8% |
| 1Y | +21.3% | +25.7% | -4.4% | +10.7% |
| 3Y | +83.4% | +148.5% | -65.2% | +24.4% |
| All | +83.4% | +148.2% | -64.8% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling