+1,122.6%
DUK vs WAT
+10,816.8%
-9,694.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -1.7% | +2.3% | -4.0% | -2.0% |
| 3M | -0.4% | +8.7% | -9.2% | -1.5% |
| 6M | -7.2% | +28.3% | -35.6% | -10.1% |
| YTD | +5.3% | +7.8% | -2.5% | +3.7% |
| 1Y | +3.0% | +36.6% | -33.6% | -1.4% |
| 3Y | +53.1% | +45.7% | +7.4% | +43.4% |
| 5Y | +37.9% | -3.3% | +41.2% | +34.3% |
| 10Y | +124.8% | +162.1% | -37.3% | +94.3% |
| All | +1,122.6% | +10,816.8% | -9,694.2% | +776.7% |
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