+33.2%
WAT vs DAR
-27.0%
+60.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.7% |
| 7D | +0.6% | +11.6% | -11.0% | -1.8% |
| 30D | +5.4% | -10.2% | +15.7% | +7.7% |
| 3M | +11.3% | -14.8% | +26.1% | +14.6% |
| 6M | +37.4% | -10.1% | +47.5% | +39.2% |
| YTD | +21.2% | +55.5% | -34.4% | +6.8% |
| 1Y | +21.3% | +61.7% | -40.3% | +5.7% |
| 3Y | +83.4% | +37.2% | +46.2% | +60.6% |
| All | +33.2% | -27.0% | +60.1% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling