+128.1%
DAL vs WAT
+232.2%
-104.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.2% | +1.1% | +3.3% |
| 7D | +10.0% | +6.0% | +4.0% | +7.1% |
| 30D | +12.0% | +9.9% | +2.1% | +7.1% |
| 3M | +0.8% | +17.2% | -16.4% | -6.8% |
| 6M | +26.2% | +34.2% | -8.0% | +8.8% |
| YTD | +33.7% | +25.5% | +8.2% | +17.6% |
| 1Y | +57.6% | +28.3% | +29.3% | +37.1% |
| 3Y | +183.5% | +88.4% | +95.1% | +93.5% |
| 5Y | +114.2% | +36.1% | +78.0% | +68.1% |
| 10Y | +128.1% | +234.8% | -106.7% | +12.5% |
| All | +128.1% | +232.2% | -104.1% | +12.5% |
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 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