+166.1%
WAT vs DTE
+137.8%
+28.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | -0.3% | -2.6% | +2.3% | +0.7% |
| 30D | -1.9% | -4.4% | +2.5% | -0.3% |
| 3M | +13.5% | -8.3% | +21.8% | +17.0% |
| 6M | +37.2% | -8.1% | +45.3% | +40.8% |
| YTD | +7.5% | +4.4% | +3.1% | +4.7% |
| 1Y | +35.0% | +0.2% | +34.8% | +33.4% |
| 3Y | +55.1% | +42.6% | +12.5% | +31.6% |
| 5Y | -2.8% | +31.5% | -34.3% | -15.4% |
| All | +166.1% | +137.8% | +28.3% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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