+146.1%
EWT vs WAT
-5.3%
+151.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.4% |
| 7D | -1.1% | -2.9% | +1.8% | -0.4% |
| 30D | +4.8% | -3.2% | +8.0% | +5.6% |
| 3M | +11.1% | +10.6% | +0.6% | +8.3% |
| 6M | +54.6% | +34.0% | +20.6% | +43.3% |
| YTD | +71.4% | +5.7% | +65.7% | +67.2% |
| 1Y | +82.1% | +37.1% | +45.0% | +66.0% |
| 3Y | +193.2% | +52.4% | +140.8% | +152.6% |
| 5Y | +146.1% | -4.4% | +150.5% | +132.4% |
| All | +146.1% | -5.3% | +151.4% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling