-42.2%
DT vs WAT
+35.9%
-78.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | 0.0% |
| 7D | -20.2% | +6.0% | -26.3% | -21.6% |
| 30D | -30.8% | +9.9% | -40.7% | -32.6% |
| 3M | -10.2% | +17.2% | -27.4% | -14.3% |
| 6M | +8.0% | +34.2% | -26.2% | -0.9% |
| YTD | +1.5% | +25.5% | -24.0% | -6.1% |
| 1Y | -6.9% | +28.3% | -35.1% | -14.6% |
| 3Y | -10.9% | +88.4% | -99.3% | -35.3% |
| 5Y | -42.2% | +36.1% | -78.3% | -49.5% |
| All | -42.2% | +35.9% | -78.1% | -49.5% |
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