+21.9%
WAT vs DG
+32.3%
-10.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.6% |
| 7D | +2.0% | -2.5% | +4.5% | +2.4% |
| 30D | +7.7% | +7.7% | 0.0% | +6.3% |
| 3M | +11.1% | +13.1% | -2.0% | +8.6% |
| 6M | +31.2% | +32.0% | -0.8% | +23.9% |
| YTD | +21.7% | +3.3% | +18.4% | +20.0% |
| All | +21.9% | +32.3% | -10.5% | +20.5% |
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