+234.8%
WAT vs DAR
+288.2%
-53.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +3.1% |
| 7D | +6.0% | -2.8% | +8.8% | +6.7% |
| 30D | +9.9% | -12.8% | +22.7% | +13.4% |
| 3M | +17.2% | -11.6% | +28.7% | +19.8% |
| 6M | +34.2% | -16.8% | +51.0% | +38.8% |
| YTD | +25.5% | +45.9% | -20.4% | +11.8% |
| 1Y | +28.3% | +61.5% | -33.2% | +11.0% |
| 3Y | +88.4% | +23.0% | +65.4% | +68.9% |
| 5Y | +36.1% | -35.8% | +72.0% | +40.2% |
| 10Y | +234.8% | +280.4% | -45.6% | +94.2% |
| All | +234.8% | +288.2% | -53.4% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling