+12,071.9%
WAT vs DLTR
+7,888.9%
+4,183.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | 0.0% |
| 7D | +0.6% | +5.3% | -4.7% | -0.3% |
| 30D | +5.4% | +13.4% | -8.0% | +3.0% |
| 3M | +11.3% | +6.6% | +4.7% | +9.7% |
| 6M | +37.4% | +59.1% | -21.7% | +26.1% |
| YTD | +21.2% | +12.3% | +8.9% | +17.5% |
| 1Y | +21.3% | +33.9% | -12.5% | +14.1% |
| 3Y | +83.4% | +23.0% | +60.4% | +71.0% |
| 5Y | +29.0% | +22.1% | +6.9% | +18.2% |
| 10Y | +223.9% | +77.5% | +146.5% | +170.0% |
| All | +12,071.9% | +7,888.9% | +4,183.0% | +5,991.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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