+117.6%
DT vs WAT
+93.8%
+23.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -3.3% | -1.3% | -2.0% | -2.9% |
| 30D | +2.0% | +2.3% | -0.3% | +1.2% |
| 3M | +20.0% | +8.7% | +11.3% | +16.1% |
| 6M | +39.3% | +28.3% | +11.0% | +25.9% |
| YTD | +19.8% | +7.8% | +12.0% | +14.5% |
| 1Y | +4.3% | +36.6% | -32.3% | -10.0% |
| 3Y | +7.7% | +45.7% | -38.0% | -16.6% |
| 5Y | -26.8% | -3.3% | -23.5% | -30.7% |
| All | +117.6% | +93.8% | +23.8% | +20.3% |
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