+152.6%
WAT vs DRI
+350.3%
-197.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | -1.0% | -0.4% | -0.6% | -1.0% |
| 3M | +10.9% | +9.5% | +1.4% | +7.9% |
| 6M | +33.2% | +6.5% | +26.7% | +30.5% |
| YTD | +6.1% | +18.4% | -12.3% | +0.7% |
| 1Y | +30.2% | +4.2% | +26.0% | +27.7% |
| 3Y | +52.9% | +57.1% | -4.2% | +33.4% |
| 5Y | -5.1% | +70.4% | -75.6% | -19.7% |
| 10Y | +152.6% | +354.0% | -201.4% | +54.8% |
| All | +152.6% | +350.3% | -197.7% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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