+10,726.6%
WAT vs WWD
+18,619.1%
-7,892.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -1.3% | +1.3% | -2.6% | -1.6% |
| 30D | +2.3% | -7.2% | +9.5% | +4.2% |
| 3M | +8.7% | -3.8% | +12.6% | +9.4% |
| 6M | +28.3% | -9.9% | +38.2% | +30.8% |
| YTD | +7.8% | +14.8% | -7.0% | +2.9% |
| 1Y | +36.6% | +42.1% | -5.5% | +23.2% |
| 3Y | +45.7% | +170.8% | -125.1% | +10.0% |
| 5Y | -3.3% | +197.5% | -200.8% | -29.7% |
| 10Y | +162.1% | +477.8% | -315.7% | +53.1% |
| All | +10,726.6% | +18,619.1% | -7,892.5% | +3,628.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling