+1,133.0%
DUK vs WAT
+10,644.3%
-9,511.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -2.0% | -1.0% | -1.1% | -2.0% |
| 3M | +0.2% | +10.9% | -10.7% | -1.0% |
| 6M | -6.9% | +33.2% | -40.1% | -10.2% |
| YTD | +6.1% | +6.1% | +0.1% | +4.8% |
| 1Y | +4.4% | +30.2% | -25.8% | +0.6% |
| 3Y | +49.1% | +52.9% | -3.7% | +38.9% |
| 5Y | +39.6% | -5.1% | +44.7% | +36.1% |
| 10Y | +125.1% | +152.6% | -27.5% | +95.3% |
| All | +1,133.0% | +10,644.3% | -9,511.3% | +785.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling