-4.1%
WAT vs DVA
+41.6%
-45.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.2% |
| 7D | -1.8% | +2.0% | -3.8% | -2.1% |
| 30D | -1.7% | -0.4% | -1.3% | -1.7% |
| 3M | +9.1% | -7.7% | +16.7% | +9.8% |
| 6M | +32.4% | +20.0% | +12.5% | +26.7% |
| YTD | +6.6% | +61.1% | -54.5% | -4.0% |
| 1Y | +34.7% | +33.9% | +0.8% | +25.7% |
| 3Y | +53.6% | +91.5% | -37.9% | +35.2% |
| 5Y | -4.1% | +41.8% | -45.8% | -14.8% |
| All | -4.1% | +41.6% | -45.7% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling