+55.2%
EWY vs WAT
+20.2%
+35.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +4.2% | +0.6% | +3.6% | +3.9% |
| 30D | -10.7% | +5.4% | -16.1% | -12.2% |
| 3M | -20.1% | +11.3% | -31.4% | -23.2% |
| 6M | -24.3% | +37.4% | -61.7% | -32.6% |
| YTD | +46.9% | +21.2% | +25.7% | +28.3% |
| 1Y | +55.2% | +21.3% | +33.8% | +35.6% |
| All | +55.2% | +20.2% | +35.0% | +35.6% |
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