+3,595.7%
DLR vs WAT
+922.7%
+2,673.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | -3.4% | +2.3% | -5.7% | -4.1% |
| 3M | +0.5% | +8.7% | -8.2% | -2.4% |
| 6M | +4.6% | +28.3% | -23.8% | -4.2% |
| YTD | +23.4% | +7.8% | +15.6% | +18.5% |
| 1Y | +19.0% | +36.6% | -17.6% | +5.5% |
| 3Y | +56.5% | +45.7% | +10.9% | +30.1% |
| 5Y | +33.3% | -3.3% | +36.6% | +24.9% |
| 10Y | +165.1% | +162.1% | +3.0% | +69.7% |
| All | +3,595.7% | +922.7% | +2,673.0% | +1,347.6% |
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