+65.9%
EW vs WAT
+82.3%
-16.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | +23.9% | +5.4% | +18.5% | +23.0% |
| 3M | +15.8% | +11.3% | +4.5% | +14.0% |
| 6M | +31.7% | +37.4% | -5.8% | +25.8% |
| YTD | +25.7% | +21.2% | +4.5% | +21.7% |
| 1Y | +24.4% | +21.3% | +3.1% | +20.4% |
| 3Y | +65.9% | +83.4% | -17.5% | +46.2% |
| All | +65.9% | +82.3% | -16.5% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling