+122.8%
DAL vs WAT
+227.3%
-104.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | +8.8% | -1.1% | +9.9% | +9.4% |
| 30D | +5.4% | +5.0% | +0.4% | +3.0% |
| 3M | -4.9% | +14.5% | -19.4% | -11.1% |
| 6M | +19.8% | +30.9% | -11.1% | +4.5% |
| YTD | +27.0% | +20.5% | +6.5% | +13.9% |
| 1Y | +52.5% | +23.3% | +29.2% | +35.1% |
| 3Y | +173.8% | +81.5% | +92.4% | +90.0% |
| 5Y | +104.5% | +33.4% | +71.2% | +61.7% |
| All | +122.8% | +227.3% | -104.5% | +11.6% |
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 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