+30.8%
WAT vs DRI
+74.0%
-43.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -1.1% | +2.8% | -3.9% | -2.2% |
| 30D | +5.0% | +13.3% | -8.3% | +0.2% |
| 3M | +14.5% | +8.2% | +6.3% | +10.6% |
| 6M | +30.9% | +17.5% | +13.4% | +22.0% |
| YTD | +20.5% | +26.9% | -6.4% | +8.3% |
| 1Y | +23.3% | +31.6% | -8.3% | +9.0% |
| 3Y | +81.5% | +67.0% | +14.5% | +43.3% |
| All | +30.8% | +74.0% | -43.2% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling