+290.8%
EWY vs WAT
+166.5%
+124.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.9% |
| 7D | +1.2% | -2.9% | +4.1% | +2.2% |
| 30D | +9.3% | -3.2% | +12.5% | +10.5% |
| 3M | +2.4% | +10.6% | -8.2% | -0.9% |
| 6M | +40.3% | +34.0% | +6.2% | +27.3% |
| YTD | +88.0% | +5.7% | +82.3% | +82.6% |
| 1Y | +143.8% | +37.1% | +106.8% | +116.8% |
| 3Y | +217.8% | +52.4% | +165.4% | +158.5% |
| 5Y | +142.7% | -4.4% | +147.1% | +131.3% |
| All | +290.8% | +166.5% | +124.3% | +141.5% |
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 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