+6,142.5%
WDC vs WAT
+12,612.0%
-6,469.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +8.3% |
| 7D | -14.4% | +6.0% | -20.5% | -16.1% |
| 30D | -27.1% | +9.9% | -37.0% | -29.2% |
| 3M | -33.3% | +17.2% | -50.4% | -37.0% |
| 6M | -39.6% | +34.2% | -73.8% | -46.1% |
| YTD | +68.4% | +25.5% | +42.9% | +52.7% |
| 1Y | +78.2% | +28.3% | +49.9% | +60.3% |
| 3Y | +772.0% | +88.4% | +683.7% | +555.7% |
| 5Y | +584.9% | +36.1% | +548.8% | +475.9% |
| 10Y | +653.4% | +234.8% | +418.6% | +359.3% |
| All | +6,142.5% | +12,612.0% | -6,469.5% | +1,637.6% |
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