+125.6%
DAL vs WAT
+228.2%
-102.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | +10.7% | +3.4% | +7.3% | +9.1% |
| 30D | +12.5% | +9.6% | +2.9% | +7.7% |
| 3M | +3.6% | +15.5% | -11.8% | -3.4% |
| 6M | +26.7% | +33.9% | -7.2% | +9.4% |
| YTD | +34.3% | +25.2% | +9.1% | +18.3% |
| 1Y | +59.1% | +26.3% | +32.9% | +39.5% |
| 3Y | +179.9% | +85.8% | +94.1% | +92.4% |
| 5Y | +119.1% | +35.3% | +83.9% | +72.6% |
| 10Y | +125.6% | +231.8% | -106.2% | +11.7% |
| All | +125.6% | +228.2% | -102.5% | +11.7% |
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