+141.0%
WBD vs WAT
+53.4%
+87.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.7% | -1.8% | +0.1% | -1.0% |
| 30D | +3.9% | -1.7% | +5.6% | +4.4% |
| 3M | +5.1% | +9.1% | -4.0% | +1.4% |
| 6M | +0.6% | +32.4% | -31.9% | -11.0% |
| YTD | -3.2% | +6.6% | -9.7% | -6.8% |
| 1Y | +127.7% | +34.7% | +92.9% | +94.7% |
| All | +141.0% | +53.4% | +87.6% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling