+173.8%
DAL vs WAT
+74.7%
+99.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | +8.8% | -1.1% | +9.9% | +9.3% |
| 30D | +5.4% | +5.0% | +0.4% | +3.4% |
| 3M | -4.9% | +14.5% | -19.4% | -10.0% |
| 6M | +19.8% | +30.9% | -11.1% | +7.2% |
| YTD | +27.0% | +20.5% | +6.5% | +16.1% |
| 1Y | +52.5% | +23.3% | +29.2% | +38.1% |
| 3Y | +173.8% | +81.5% | +92.4% | +125.2% |
| All | +173.8% | +74.7% | +99.1% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling