+51.5%
WAT vs DRI
+60.6%
-9.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +2.3% | +3.8% | -1.5% | +0.8% |
| 3M | +8.7% | +13.0% | -4.3% | +3.6% |
| 6M | +28.3% | +8.3% | +20.0% | +24.0% |
| YTD | +7.8% | +20.6% | -12.8% | -0.5% |
| 1Y | +36.6% | +6.5% | +30.1% | +31.7% |
| All | +51.5% | +60.6% | -9.1% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling