+653.6%
WAT vs DG
+612.5%
+41.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.7% |
| 7D | -1.1% | +1.1% | -2.2% | -1.5% |
| 30D | +5.0% | +9.5% | -4.5% | +2.6% |
| 3M | +14.5% | +5.5% | +9.0% | +12.6% |
| 6M | +30.9% | +16.1% | +14.8% | +25.5% |
| YTD | +20.5% | +2.7% | +17.8% | +18.4% |
| 1Y | +23.3% | +42.1% | -18.8% | +12.1% |
| 3Y | +81.5% | +19.3% | +62.2% | +65.2% |
| 5Y | +33.4% | -35.3% | +68.7% | +39.5% |
| 10Y | +231.5% | +123.9% | +107.6% | +154.7% |
| All | +653.6% | +612.5% | +41.2% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling