+366.0%
WDC vs WAT
+38.4%
+327.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.5% |
| 7D | -4.3% | -0.3% | -4.1% | -4.3% |
| 30D | -1.5% | -1.9% | +0.4% | -1.0% |
| 3M | -15.5% | +13.5% | -29.0% | -19.6% |
| 6M | +66.5% | +37.2% | +29.2% | +44.9% |
| YTD | +159.9% | +7.5% | +152.4% | +148.7% |
| 1Y | +366.0% | +35.0% | +330.9% | +287.5% |
| All | +366.0% | +38.4% | +327.6% | +287.5% |
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 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 · 6 months rolling