+30.7%
WAT vs DG
-33.5%
+64.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.5% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | +5.0% | +9.5% | -4.5% | +3.1% |
| 3M | +14.5% | +5.5% | +9.0% | +13.0% |
| 6M | +30.9% | +16.1% | +14.8% | +26.5% |
| YTD | +20.5% | +2.7% | +17.8% | +18.7% |
| 1Y | +23.3% | +42.1% | -18.8% | +14.4% |
| 3Y | +81.5% | +19.3% | +62.2% | +68.4% |
| All | +30.7% | -33.5% | +64.2% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling