+594.1%
EWT vs WAT
+582.3%
+11.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +4.0% | -1.3% | +5.2% | +4.3% |
| 30D | +10.3% | +2.3% | +8.0% | +9.6% |
| 3M | +6.1% | +8.7% | -2.7% | +3.6% |
| 6M | +56.6% | +28.3% | +28.3% | +45.4% |
| YTD | +76.6% | +7.8% | +68.8% | +71.0% |
| 1Y | +97.9% | +36.6% | +61.3% | +78.9% |
| 3Y | +198.0% | +45.7% | +152.3% | +157.3% |
| 5Y | +151.8% | -3.3% | +155.1% | +139.0% |
| 10Y | +514.1% | +162.1% | +352.0% | +329.0% |
| All | +594.1% | +582.3% | +11.8% | +215.2% |
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