+55.5%
DUK vs WAT
+28.6%
+26.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +1.9% | +0.6% | +1.4% | +1.9% |
| 30D | +8.9% | +5.4% | +3.5% | +8.4% |
| 3M | +5.6% | +11.3% | -5.7% | +4.5% |
| 6M | +7.0% | +37.4% | -30.4% | +3.9% |
| YTD | +14.0% | +21.2% | -7.1% | +11.7% |
| 1Y | +9.1% | +21.3% | -12.2% | +6.8% |
| 3Y | +67.6% | +83.4% | -15.8% | +49.7% |
| All | +55.5% | +28.6% | +26.9% | +45.9% |
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