+12,071.9%
WAT vs DTE
+1,865.5%
+10,206.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +0.6% | +3.4% | -2.9% | -0.6% |
| 30D | +5.4% | +8.9% | -3.5% | +2.2% |
| 3M | +11.3% | +1.1% | +10.3% | +10.7% |
| 6M | +37.4% | +0.1% | +37.3% | +36.8% |
| YTD | +21.2% | +11.1% | +10.1% | +15.6% |
| 1Y | +21.3% | +4.9% | +16.4% | +18.1% |
| 3Y | +83.4% | +58.6% | +24.8% | +51.8% |
| 5Y | +29.0% | +47.3% | -18.3% | +9.1% |
| 10Y | +223.9% | +151.3% | +72.6% | +117.7% |
| All | +12,071.9% | +1,865.5% | +10,206.4% | +4,379.7% |
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