+7,328.4%
EW vs WAT
+924.0%
+6,404.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +11.0% | -1.1% | +12.1% | +11.3% |
| 30D | +19.1% | +5.0% | +14.1% | +17.6% |
| 3M | +14.4% | +14.5% | -0.1% | +10.3% |
| 6M | +22.8% | +30.9% | -8.2% | +14.0% |
| YTD | +19.8% | +20.5% | -0.7% | +12.8% |
| 1Y | +23.9% | +23.3% | +0.6% | +15.8% |
| 3Y | +52.2% | +81.5% | -29.3% | +23.9% |
| 5Y | -13.9% | +33.4% | -47.3% | -24.5% |
| 10Y | +241.9% | +231.5% | +10.4% | +138.5% |
| All | +7,328.4% | +924.0% | +6,404.4% | +3,733.0% |
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