+102.5%
EWY vs WAT
+31.1%
+71.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | +10.4% | +2.0% | +8.4% | +9.8% |
| 30D | -12.7% | +7.7% | -20.4% | -14.4% |
| 3M | -17.3% | +11.1% | -28.4% | -19.6% |
| 6M | -18.6% | +31.2% | -49.8% | -24.3% |
| YTD | +49.5% | +21.7% | +27.9% | +40.2% |
| 1Y | +55.0% | +19.3% | +35.7% | +46.0% |
| 3Y | +159.0% | +80.6% | +78.4% | +110.0% |
| 5Y | +102.5% | +29.5% | +73.0% | +78.3% |
| All | +102.5% | +31.1% | +71.4% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling