+574.2%
WAT vs DG
+606.1%
-31.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -1.3% | +8.4% | -9.7% | -3.1% |
| 30D | +2.3% | +4.9% | -2.6% | +1.2% |
| 3M | +8.7% | +29.3% | -20.6% | +2.2% |
| 6M | +28.3% | -11.3% | +39.6% | +30.9% |
| YTD | +7.8% | +1.8% | +6.0% | +6.5% |
| 1Y | +36.6% | +25.3% | +11.3% | +28.0% |
| 3Y | +45.7% | +9.1% | +36.6% | +35.8% |
| 5Y | -3.3% | -34.9% | +31.6% | +1.3% |
| 10Y | +162.1% | +108.2% | +54.0% | +105.5% |
| All | +574.2% | +606.1% | -31.9% | +278.3% |
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 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