-10.9%
DT vs WAT
+85.3%
-96.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +0.6% |
| 7D | -20.2% | +6.0% | -26.3% | -20.9% |
| 30D | -30.8% | +9.9% | -40.7% | -31.7% |
| 3M | -10.2% | +17.2% | -27.4% | -12.3% |
| 6M | +8.0% | +34.2% | -26.2% | +3.5% |
| YTD | +1.5% | +25.5% | -24.0% | -2.2% |
| 1Y | -6.9% | +28.3% | -35.1% | -10.6% |
| 3Y | -10.9% | +88.4% | -99.3% | -18.4% |
| All | -10.9% | +85.3% | -96.2% | -18.4% |
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