+4.2%
WBD vs WAT
-4.9%
+9.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.5% |
| 3M | +5.1% | +9.1% | -4.0% | +1.3% |
| 6M | +0.6% | +32.4% | -31.9% | -11.3% |
| YTD | -3.2% | +6.6% | -9.7% | -7.3% |
| 1Y | +127.7% | +34.7% | +92.9% | +95.1% |
| 3Y | +146.6% | +53.6% | +93.0% | +93.1% |
| 5Y | +4.2% | -4.1% | +8.3% | -19.3% |
| All | +4.2% | -4.9% | +9.1% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling