+7,464.4%
EW vs WAT
+964.1%
+6,500.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +9.3% | +3.4% | +5.9% | +8.3% |
| 30D | +22.1% | +9.6% | +12.4% | +19.2% |
| 3M | +13.0% | +15.5% | -2.5% | +8.8% |
| 6M | +30.1% | +33.9% | -3.8% | +20.1% |
| YTD | +22.0% | +25.2% | -3.2% | +13.7% |
| 1Y | +23.7% | +26.3% | -2.6% | +15.0% |
| 3Y | +62.0% | +85.8% | -23.8% | +31.1% |
| 5Y | -12.4% | +35.3% | -47.7% | -23.5% |
| 10Y | +236.1% | +231.8% | +4.3% | +134.0% |
| All | +7,464.4% | +964.1% | +6,500.3% | +3,764.8% |
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