+231.8%
WAT vs DG
+119.6%
+112.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +3.4% | +5.2% | -1.8% | +2.2% |
| 30D | +9.6% | +7.9% | +1.7% | +7.6% |
| 3M | +15.5% | +12.7% | +2.8% | +12.1% |
| 6M | +33.9% | +22.4% | +11.5% | +27.0% |
| YTD | +25.2% | +5.4% | +19.8% | +22.4% |
| 1Y | +26.3% | +39.4% | -13.1% | +15.6% |
| 3Y | +85.8% | +24.1% | +61.7% | +67.6% |
| 5Y | +35.3% | -32.2% | +67.4% | +42.2% |
| 10Y | +231.8% | +111.8% | +120.0% | +183.2% |
| All | +231.8% | +119.6% | +112.2% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling