+167.9%
WAT vs DG
+102.6%
+65.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.0% |
| 7D | -1.8% | -4.8% | +3.0% | -0.8% |
| 30D | -1.7% | +1.8% | -3.4% | -2.2% |
| 3M | +9.1% | +14.5% | -5.4% | +5.4% |
| 6M | +32.4% | -13.6% | +46.0% | +35.7% |
| YTD | +6.6% | -4.8% | +11.4% | +6.9% |
| 1Y | +34.7% | +21.6% | +13.1% | +27.1% |
| 3Y | +53.6% | +4.5% | +49.1% | +44.6% |
| 5Y | -4.1% | -38.5% | +34.4% | +3.2% |
| 10Y | +167.9% | +102.2% | +65.6% | +128.2% |
| All | +167.9% | +102.6% | +65.2% | +128.2% |
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