-28.1%
DT vs WAT
-4.5%
-23.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.7% |
| 7D | -4.9% | -0.7% | -4.1% | -4.7% |
| 30D | +2.7% | -1.0% | +3.7% | +3.0% |
| 3M | +20.0% | +10.9% | +9.1% | +16.2% |
| 6M | +28.0% | +33.2% | -5.1% | +17.0% |
| YTD | +16.0% | +6.1% | +10.0% | +12.7% |
| 1Y | +0.7% | +30.2% | -29.5% | -9.2% |
| 3Y | +6.2% | +52.9% | -46.7% | -17.5% |
| 5Y | -28.1% | -5.1% | -23.0% | -24.6% |
| All | -28.1% | -4.5% | -23.7% | -24.6% |
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 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