+161.8%
WAT vs DVA
+187.5%
-25.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -3.2% | +1.7% | -4.9% | -3.6% |
| 3M | +10.6% | -8.7% | +19.3% | +11.9% |
| 6M | +34.0% | +19.7% | +14.4% | +27.0% |
| YTD | +5.7% | +59.6% | -53.9% | -6.9% |
| 1Y | +37.1% | +37.1% | 0.0% | +24.9% |
| 3Y | +52.4% | +89.8% | -37.4% | +27.3% |
| 5Y | -4.4% | +47.4% | -51.8% | -17.5% |
| All | +161.8% | +187.5% | -25.7% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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