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  • DLR vs WAT✓SelectedUSD · WATDLR vs WAT performance historyLatest closeAs of+0.32%09/04
Stock and ETF performance explorer

DLR vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+34.5%
WAT return
-2.9%
Excess return
+37.4%
Maximum drawdown
-48.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D+0.3%-1.0%+1.3%+0.5%
7D+1.6%-1.3%+2.9%+1.9%
30D-3.4%+2.3%-5.7%-3.9%
3M+0.5%+8.7%-8.2%-1.6%
6M+4.6%+28.3%-23.8%-2.1%
YTD+23.4%+7.8%+15.6%+20.0%
1Y+19.0%+36.6%-17.6%+8.1%
3Y+56.5%+45.7%+10.9%+31.4%
All+34.5%-2.9%+37.4%+21.0%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling