+112.2%
DT vs WAT
+91.7%
+20.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -0.5% | -1.8% | +1.3% | +0.1% |
| 30D | +0.1% | -1.7% | +1.7% | +0.6% |
| 3M | +24.1% | +9.1% | +15.0% | +19.9% |
| 6M | +30.1% | +32.4% | -2.3% | +16.3% |
| YTD | +16.8% | +6.6% | +10.2% | +12.1% |
| 1Y | -0.1% | +34.7% | -34.8% | -13.2% |
| 3Y | +6.8% | +53.6% | -46.7% | -19.7% |
| 5Y | -28.4% | -4.1% | -24.3% | -32.0% |
| All | +112.2% | +91.7% | +20.5% | +17.8% |
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