+2,174.8%
EQT vs WAT
+10,694.9%
-8,520.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.0% | -1.8% | -0.2% | -1.7% |
| 30D | +1.0% | -1.7% | +2.7% | +1.3% |
| 3M | +4.0% | +9.1% | -5.1% | +2.1% |
| 6M | -11.7% | +32.4% | -44.1% | -16.9% |
| YTD | +2.8% | +6.6% | -3.8% | +0.5% |
| 1Y | +10.0% | +34.7% | -24.7% | +2.5% |
| 3Y | +34.1% | +53.6% | -19.4% | +18.8% |
| 5Y | +195.3% | -4.1% | +199.3% | +183.4% |
| 10Y | +51.6% | +167.9% | -116.3% | +17.6% |
| All | +2,174.8% | +10,694.9% | -8,520.1% | +1,217.0% |
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