+166.1%
WAT vs DGX
+255.3%
-89.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.9% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | -1.9% | -1.2% | -0.7% | -1.3% |
| 3M | +13.5% | +15.8% | -2.3% | +6.4% |
| 6M | +37.2% | +18.2% | +19.1% | +27.3% |
| YTD | +7.5% | +37.2% | -29.7% | -7.0% |
| 1Y | +35.0% | +30.4% | +4.7% | +19.0% |
| 3Y | +55.1% | +96.7% | -41.6% | +12.7% |
| 5Y | -2.8% | +67.2% | -70.0% | -24.9% |
| All | +166.1% | +255.3% | -89.2% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling