+1,107.4%
DIA vs WAT
+4,550.7%
-3,443.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.2% |
| 7D | +0.8% | +6.0% | -5.3% | -0.5% |
| 30D | +1.4% | +9.9% | -8.5% | -0.7% |
| 3M | -2.7% | +17.2% | -19.9% | -6.2% |
| 6M | +6.2% | +34.2% | -28.0% | -0.9% |
| YTD | +10.1% | +25.5% | -15.4% | +3.5% |
| 1Y | +13.0% | +28.3% | -15.2% | +5.6% |
| 3Y | +61.9% | +88.4% | -26.5% | +35.6% |
| 5Y | +57.1% | +36.1% | +20.9% | +39.6% |
| 10Y | +240.9% | +234.8% | +6.1% | +147.2% |
| All | +1,107.4% | +4,550.7% | -3,443.3% | +406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling