+298.2%
WBD vs WAT
+966.1%
-667.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -1.8% | -1.3% | -0.5% | -1.3% |
| 30D | +8.8% | +2.3% | +6.4% | +7.7% |
| 3M | +4.6% | +8.7% | -4.1% | +0.8% |
| 6M | +1.1% | +28.3% | -27.2% | -10.1% |
| YTD | -2.0% | +7.8% | -9.8% | -7.1% |
| 1Y | +140.0% | +36.6% | +103.4% | +105.1% |
| 3Y | +144.4% | +45.7% | +98.7% | +98.5% |
| 5Y | -0.2% | -3.3% | +3.1% | -6.5% |
| 10Y | +9.1% | +162.1% | -153.0% | -37.0% |
| All | +298.2% | +966.1% | -667.9% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling