+452.3%
EWT vs WAT
+222.4%
+229.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +9.1% | +0.6% | +8.5% | +9.0% |
| 30D | -12.2% | +5.4% | -17.6% | -13.4% |
| 3M | -9.4% | +11.3% | -20.7% | -12.1% |
| 6M | +2.7% | +37.4% | -34.8% | -6.3% |
| YTD | +53.3% | +21.2% | +32.1% | +43.5% |
| 1Y | +59.2% | +21.3% | +37.8% | +48.8% |
| 3Y | +157.1% | +83.4% | +73.7% | +104.8% |
| 5Y | +119.6% | +29.0% | +90.6% | +91.3% |
| All | +452.3% | +222.4% | +229.9% | +253.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling