+36.6%
WAT vs DG
+23.4%
+13.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -1.3% | +8.4% | -9.7% | -2.5% |
| 30D | +2.3% | +4.9% | -2.6% | +1.5% |
| 3M | +8.7% | +29.3% | -20.6% | +3.6% |
| 6M | +28.3% | -11.3% | +39.6% | +27.4% |
| YTD | +7.8% | +1.8% | +6.0% | +6.7% |
| 1Y | +36.6% | +25.3% | +11.3% | +31.6% |
| All | +36.6% | +23.4% | +13.2% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling