+6,438.2%
EW vs WAT
+816.1%
+5,622.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.3% | -1.3% | +0.9% | 0.0% |
| 30D | +1.0% | +2.3% | -1.3% | +0.4% |
| 3M | +2.8% | +8.7% | -5.9% | +0.4% |
| 6M | +5.5% | +28.3% | -22.8% | -1.9% |
| YTD | +5.5% | +7.8% | -2.3% | +2.2% |
| 1Y | +11.0% | +36.6% | -25.6% | +0.7% |
| 3Y | +17.7% | +45.7% | -28.0% | +1.4% |
| 5Y | -25.7% | -3.3% | -22.4% | -29.3% |
| 10Y | +132.8% | +162.1% | -29.3% | +71.5% |
| All | +6,438.2% | +816.1% | +5,622.1% | +3,374.5% |
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