+34.5%
DLR vs WAT
-2.9%
+37.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 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