+62.4%
EWY vs WAT
+32.9%
+29.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.6% |
| 7D | -8.3% | -1.9% | -6.4% | -7.5% |
| 30D | -20.5% | +6.2% | -26.8% | -22.4% |
| 3M | -11.1% | +18.1% | -29.2% | -16.9% |
| 6M | -7.0% | +54.9% | -61.9% | -21.5% |
| YTD | +56.5% | +23.1% | +33.4% | +35.6% |
| 1Y | +62.4% | +27.3% | +35.1% | +39.4% |
| All | +62.4% | +32.9% | +29.5% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling