+10,726.6%
WAT vs DTE
+1,796.9%
+8,929.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -1.3% | +0.2% | -1.4% | -1.3% |
| 30D | +2.3% | -2.6% | +4.9% | +3.3% |
| 3M | +8.7% | -3.9% | +12.6% | +10.1% |
| 6M | +28.3% | -7.9% | +36.2% | +31.5% |
| YTD | +7.8% | +7.2% | +0.6% | +4.2% |
| 1Y | +36.6% | +3.1% | +33.5% | +33.8% |
| 3Y | +45.7% | +47.6% | -1.9% | +23.9% |
| 5Y | -3.3% | +32.7% | -36.0% | -15.0% |
| 10Y | +162.1% | +138.8% | +23.4% | +79.5% |
| All | +10,726.6% | +1,796.9% | +8,929.7% | +3,941.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling