+237.1%
DIA vs WAT
+230.7%
+6.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +1.3% | +9.0% | -7.7% | -1.5% |
| 3M | -2.1% | +13.5% | -15.5% | -6.1% |
| 6M | +6.2% | +35.3% | -29.1% | -4.1% |
| YTD | +10.3% | +24.0% | -13.6% | +1.4% |
| 1Y | +11.0% | +22.0% | -11.0% | +2.5% |
| 3Y | +60.4% | +84.0% | -23.6% | +21.7% |
| 5Y | +59.1% | +34.4% | +24.7% | +33.0% |
| 10Y | +237.1% | +231.4% | +5.6% | +95.7% |
| All | +237.1% | +230.7% | +6.3% | +95.7% |
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