+236.1%
EW vs WAT
+228.2%
+7.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +9.3% | +3.4% | +5.9% | +7.9% |
| 30D | +22.1% | +9.6% | +12.4% | +18.0% |
| 3M | +13.0% | +15.5% | -2.5% | +7.1% |
| 6M | +30.1% | +33.9% | -3.8% | +16.2% |
| YTD | +22.0% | +25.2% | -3.2% | +10.4% |
| 1Y | +23.7% | +26.3% | -2.6% | +11.5% |
| 3Y | +62.0% | +85.8% | -23.8% | +14.1% |
| 5Y | -12.4% | +35.3% | -47.7% | -29.4% |
| 10Y | +236.1% | +231.8% | +4.3% | +60.1% |
| All | +236.1% | +228.2% | +7.9% | +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