+234.8%
WAT vs DRI
+370.8%
-136.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.8% |
| 7D | +6.0% | +3.1% | +2.9% | +5.2% |
| 30D | +9.9% | +16.2% | -6.3% | +5.5% |
| 3M | +17.2% | +8.4% | +8.8% | +14.3% |
| 6M | +34.2% | +19.0% | +15.2% | +27.3% |
| YTD | +25.5% | +28.8% | -3.3% | +16.2% |
| 1Y | +28.3% | +33.1% | -4.9% | +17.6% |
| 3Y | +88.4% | +70.8% | +17.6% | +60.6% |
| 5Y | +36.1% | +74.2% | -38.1% | +14.3% |
| 10Y | +234.8% | +345.5% | -110.7% | +147.0% |
| All | +234.8% | +370.8% | -136.0% | +147.0% |
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