-4.4%
WAT vs DGX
+59.5%
-63.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | +0.1% |
| 7D | -2.9% | -3.5% | +0.6% | -1.2% |
| 30D | -3.2% | -2.7% | -0.5% | -1.9% |
| 3M | +10.6% | +13.9% | -3.3% | +3.5% |
| 6M | +34.0% | +16.0% | +18.0% | +24.1% |
| YTD | +5.7% | +34.9% | -29.2% | -10.0% |
| 1Y | +37.1% | +30.6% | +6.5% | +18.0% |
| 3Y | +52.4% | +93.0% | -40.6% | +2.9% |
| 5Y | -4.4% | +64.4% | -68.8% | -30.8% |
| All | -4.4% | +59.5% | -63.9% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling