+251.0%
DIA vs WAT
+156.2%
+94.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | -2.7% | -1.7% | -1.0% | -2.2% |
| 3M | +3.3% | +9.1% | -5.8% | +0.3% |
| 6M | +10.4% | +32.4% | -22.0% | 0.0% |
| YTD | +10.0% | +6.6% | +3.4% | +6.2% |
| 1Y | +16.2% | +34.7% | -18.5% | +3.3% |
| 3Y | +58.7% | +53.6% | +5.2% | +28.1% |
| 5Y | +63.6% | -4.1% | +67.7% | +55.7% |
| 10Y | +251.0% | +167.9% | +83.2% | +113.3% |
| All | +251.0% | +156.2% | +94.8% | +113.3% |
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