+5,320.1%
WAT vs DGX
+8,794.8%
-3,474.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.8% | -2.2% | +0.4% | -1.0% |
| 30D | -1.7% | -0.9% | -0.8% | -1.3% |
| 3M | +9.1% | +15.6% | -6.5% | +3.6% |
| 6M | +32.4% | +17.8% | +14.6% | +24.9% |
| YTD | +6.6% | +37.5% | -30.9% | -5.1% |
| 1Y | +34.7% | +31.2% | +3.5% | +21.6% |
| 3Y | +53.6% | +96.6% | -43.0% | +19.9% |
| 5Y | -4.1% | +64.9% | -69.0% | -20.7% |
| 10Y | +167.9% | +254.6% | -86.7% | +66.7% |
| All | +5,320.1% | +8,794.8% | -3,474.7% | +1,411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling