+39.8%
WBD vs WAT
+14.9%
+24.9%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +25.0% | -11.2% | +6.7% |
| 7D | +13.8% | +25.0% | -11.2% | +6.7% |
| 30D | +13.8% | +25.0% | -11.2% | +6.7% |
| 3M | +13.8% | +25.0% | -11.2% | +6.7% |
| 6M | +13.3% | +44.7% | -31.4% | +5.1% |
| YTD | +7.4% | +15.9% | -8.5% | +1.9% |
| All | +39.8% | +14.9% | +24.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · Available span rolling