+1,129.1%
DIA vs WAT
+3,894.0%
-2,764.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | -1.5% | +2.3% | -3.9% | -2.1% |
| 3M | +3.8% | +8.7% | -5.0% | +1.7% |
| 6M | +10.3% | +28.3% | -18.0% | +3.6% |
| YTD | +12.1% | +7.8% | +4.3% | +9.1% |
| 1Y | +18.6% | +36.6% | -18.0% | +9.2% |
| 3Y | +60.6% | +45.7% | +15.0% | +42.4% |
| 5Y | +64.4% | -3.3% | +67.7% | +57.6% |
| 10Y | +250.1% | +162.1% | +88.0% | +167.1% |
| All | +1,129.1% | +3,894.0% | -2,764.9% | +433.9% |
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 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