+105.8%
DAL vs WAT
-3.2%
+109.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +0.1% | -1.3% | +1.4% | +0.6% |
| 30D | -13.9% | +2.3% | -16.3% | -14.8% |
| 3M | +1.1% | +8.7% | -7.7% | -2.6% |
| 6M | +26.2% | +28.3% | -2.1% | +13.0% |
| YTD | +16.4% | +7.8% | +8.6% | +11.2% |
| 1Y | +33.9% | +36.6% | -2.7% | +15.3% |
| 3Y | +93.4% | +45.7% | +47.7% | +58.2% |
| All | +105.8% | -3.2% | +109.1% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling