+50.1%
EFA vs WAT
+28.6%
+21.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.2% | +0.6% | +1.7% | +2.1% |
| 30D | +1.4% | +5.4% | -4.0% | +0.2% |
| 3M | -4.2% | +11.3% | -15.5% | -6.5% |
| 6M | +1.9% | +37.4% | -35.5% | -5.3% |
| YTD | +10.2% | +21.2% | -11.0% | +4.4% |
| 1Y | +12.8% | +21.3% | -8.6% | +6.8% |
| 3Y | +65.2% | +83.4% | -18.2% | +34.6% |
| All | +50.1% | +28.6% | +21.5% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling