+991.6%
WDC vs WAT
-4.9%
+996.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +7.5% | -1.8% | +9.3% | +8.2% |
| 30D | +10.1% | -1.7% | +11.7% | +10.5% |
| 3M | -6.8% | +9.1% | -15.9% | -10.5% |
| 6M | +84.1% | +32.4% | +51.7% | +62.1% |
| YTD | +180.3% | +6.6% | +173.7% | +168.1% |
| 1Y | +411.1% | +34.7% | +376.4% | +343.0% |
| 3Y | +1,375.0% | +53.6% | +1,321.4% | +1,033.6% |
| 5Y | +991.6% | -4.1% | +995.6% | +814.1% |
| All | +991.6% | -4.9% | +996.5% | +814.1% |
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