+226.4%
EWY vs WAT
+53.4%
+173.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +6.7% | -1.8% | +8.5% | +7.1% |
| 30D | +17.0% | -1.7% | +18.6% | +17.4% |
| 3M | +3.7% | +9.1% | -5.4% | +1.5% |
| 6M | +42.5% | +32.4% | +10.1% | +33.5% |
| YTD | +96.2% | +6.6% | +89.7% | +90.4% |
| 1Y | +160.4% | +34.7% | +125.7% | +140.8% |
| All | +226.4% | +53.4% | +173.1% | +189.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling