The Drill Down Preview is a feature which is still in experimental stage. It shows you what to expect after the next drill down in a little chart next to your main visualization. Imagine it to be a signpost if the size of a value corresponds to the values it is made up.
It can be activated in the Review / Preview Menu:
The Drill Down Preview visualizes the sigma (standard deviation) of the underlying values for an element in your chart as blue bars.
Here is an example:
In this case, the sizes of sigma correspond roughly with the sizes of the main waterfall chart. But let us have a look at another example:
In this chart we can see, that the sigma for Consumer is significantly higher than the actual delta. If we expand the node, we immediately see why:
The volatility of the values is rather high, compared to the very small delta. When the underlying deltas are summed up, the result indicates a small change. But it hardly reflects, what happens below. This is, what the drill down preview is meant to visualize.