+142.8%
EFA vs WAT
+170.9%
-28.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | -1.7% | -1.9% | +0.2% | -1.2% |
| 3M | +3.5% | +13.5% | -10.0% | -0.2% |
| 6M | +9.5% | +37.2% | -27.8% | -0.4% |
| YTD | +12.9% | +7.5% | +5.4% | +9.2% |
| 1Y | +18.2% | +35.0% | -16.8% | +6.8% |
| 3Y | +64.8% | +55.1% | +9.8% | +36.5% |
| 5Y | +53.9% | -2.8% | +56.7% | +45.9% |
| All | +142.8% | +170.9% | -28.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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