+54.5%
DLR vs WAT
+85.3%
-30.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +2.8% |
| 7D | +2.4% | +6.0% | -3.7% | +1.6% |
| 30D | +0.7% | +9.9% | -9.1% | -0.4% |
| 3M | -6.4% | +17.2% | -23.6% | -8.2% |
| 6M | -6.5% | +34.2% | -40.8% | -10.0% |
| YTD | +18.8% | +25.5% | -6.7% | +15.0% |
| 1Y | +9.0% | +28.3% | -19.2% | +5.1% |
| 3Y | +54.5% | +88.4% | -33.9% | +37.0% |
| All | +54.5% | +85.3% | -30.8% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling