+395.7%
EFA vs WAT
+1,104.1%
-708.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | +0.9% | +2.3% | -1.5% | 0.0% |
| 3M | +4.9% | +8.7% | -3.9% | +1.8% |
| 6M | +8.6% | +28.3% | -19.7% | -0.9% |
| YTD | +14.6% | +7.8% | +6.8% | +10.0% |
| 1Y | +22.6% | +36.6% | -14.0% | +8.3% |
| 3Y | +66.5% | +45.7% | +20.8% | +37.8% |
| 5Y | +54.5% | -3.3% | +57.9% | +44.1% |
| 10Y | +144.8% | +162.1% | -17.3% | +53.4% |
| All | +395.7% | +1,104.1% | -708.3% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling