+83.4%
WAT vs DRI
+68.2%
+15.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | +5.4% | +9.7% | -4.3% | +2.4% |
| 3M | +11.3% | +3.2% | +8.1% | +10.0% |
| 6M | +37.4% | +20.6% | +16.8% | +28.1% |
| YTD | +21.2% | +28.3% | -7.1% | +9.8% |
| 1Y | +21.3% | +34.5% | -13.2% | +7.9% |
| 3Y | +83.4% | +66.5% | +16.8% | +41.6% |
| All | +83.4% | +68.2% | +15.2% | +41.6% |
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