+642.9%
WDC vs WAT
+222.4%
+420.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.8% |
| 7D | +12.1% | +0.6% | +11.5% | +11.8% |
| 30D | -18.8% | +5.4% | -24.2% | -20.4% |
| 3M | -39.3% | +11.3% | -50.6% | -42.4% |
| 6M | -40.1% | +37.4% | -77.5% | -49.3% |
| YTD | +71.8% | +21.2% | +50.6% | +52.7% |
| 1Y | +88.5% | +21.3% | +67.1% | +67.2% |
| 3Y | +770.0% | +83.4% | +686.6% | +466.2% |
| 5Y | +549.0% | +29.0% | +520.1% | +411.8% |
| All | +642.9% | +222.4% | +420.4% | +270.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling