-5.1%
WAT vs DG
-37.3%
+32.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.9% |
| 7D | -0.7% | -2.5% | +1.7% | -0.3% |
| 30D | -1.0% | +1.0% | -2.0% | -1.2% |
| 3M | +10.9% | +20.3% | -9.4% | +6.8% |
| 6M | +33.2% | -11.7% | +44.9% | +35.2% |
| YTD | +6.1% | -2.3% | +8.4% | +5.8% |
| 1Y | +30.2% | +20.0% | +10.2% | +24.7% |
| 3Y | +52.9% | +7.2% | +45.6% | +45.2% |
| 5Y | -5.1% | -37.9% | +32.8% | -0.7% |
| All | -5.1% | -37.3% | +32.1% | -0.7% |
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