+176.7%
DLR vs WAT
+156.2%
+20.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +2.9% | -1.8% | +4.7% | +3.4% |
| 30D | -1.2% | -1.7% | +0.5% | -0.8% |
| 3M | +2.9% | +9.1% | -6.1% | +0.4% |
| 6M | +6.7% | +32.4% | -25.8% | -1.8% |
| YTD | +23.9% | +6.6% | +17.3% | +20.2% |
| 1Y | +18.6% | +34.7% | -16.1% | +7.3% |
| 3Y | +59.7% | +53.6% | +6.1% | +32.3% |
| 5Y | +42.1% | -4.1% | +46.1% | +34.3% |
| 10Y | +176.7% | +167.9% | +8.8% | +97.3% |
| All | +176.7% | +156.2% | +20.5% | +97.3% |
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