+156.7%
WAT vs DAR
+353.7%
-197.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -1.3% | +1.4% | -2.6% | -1.6% |
| 30D | +2.3% | +12.8% | -10.4% | -1.0% |
| 3M | +8.7% | +7.4% | +1.4% | +6.2% |
| 6M | +28.3% | +22.3% | +6.1% | +20.7% |
| YTD | +7.8% | +81.1% | -73.3% | -8.6% |
| 1Y | +36.6% | +106.5% | -69.9% | +11.2% |
| 3Y | +45.7% | +5.3% | +40.4% | +36.7% |
| 5Y | -3.3% | -11.5% | +8.2% | -8.0% |
| All | +156.7% | +353.7% | -197.0% | +42.9% |
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