+99.4%
DE vs WAT
-5.3%
+104.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.4% | -2.9% | +0.5% | -1.7% |
| 30D | +9.7% | -3.2% | +12.9% | +10.5% |
| 3M | +21.4% | +10.6% | +10.8% | +18.1% |
| 6M | +15.0% | +34.0% | -19.0% | +6.0% |
| YTD | +46.4% | +5.7% | +40.7% | +42.8% |
| 1Y | +45.6% | +37.1% | +8.6% | +32.2% |
| 3Y | +76.8% | +52.4% | +24.4% | +51.7% |
| 5Y | +99.4% | -4.4% | +103.8% | +86.9% |
| All | +99.4% | -5.3% | +104.7% | +86.9% |
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