+8.0%
EW vs WAT
+30.7%
-22.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -5.1% | -1.8% | -3.3% | -4.9% |
| 30D | -6.4% | -1.7% | -4.7% | -6.2% |
| 3M | -1.6% | +9.1% | -10.6% | -2.6% |
| 6M | +2.3% | +32.4% | -30.2% | -1.2% |
| YTD | +1.1% | +6.6% | -5.5% | -0.2% |
| 1Y | +8.0% | +34.7% | -26.7% | +9.9% |
| All | +8.0% | +30.7% | -22.7% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling