+12,506.9%
WAT vs WWD
+17,899.4%
-5,392.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +2.9% |
| 7D | +6.0% | +4.2% | +1.9% | +4.9% |
| 30D | +9.9% | -0.8% | +10.7% | +9.9% |
| 3M | +17.2% | -8.2% | +25.3% | +19.3% |
| 6M | +34.2% | -9.8% | +44.1% | +36.7% |
| YTD | +25.5% | +10.4% | +15.1% | +20.7% |
| 1Y | +28.3% | +25.5% | +2.8% | +19.1% |
| 3Y | +88.4% | +155.8% | -67.4% | +43.9% |
| 5Y | +36.1% | +187.3% | -151.2% | -0.3% |
| 10Y | +234.8% | +462.7% | -227.9% | +96.4% |
| All | +12,506.9% | +17,899.4% | -5,392.5% | +4,273.3% |
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