+10,726.6%
WAT vs DRI
+5,904.9%
+4,821.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +2.3% | +3.8% | -1.5% | +1.4% |
| 3M | +8.7% | +13.0% | -4.3% | +5.5% |
| 6M | +28.3% | +8.3% | +20.0% | +25.7% |
| YTD | +7.8% | +20.6% | -12.8% | +2.8% |
| 1Y | +36.6% | +6.5% | +30.1% | +33.8% |
| 3Y | +45.7% | +53.7% | -8.0% | +30.8% |
| 5Y | -3.3% | +72.7% | -76.0% | -16.1% |
| 10Y | +162.1% | +363.2% | -201.0% | +72.8% |
| All | +10,726.6% | +5,904.9% | +4,821.7% | +4,230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling