+153.3%
EWY vs WAT
-4.9%
+158.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +6.7% | -1.8% | +8.5% | +7.2% |
| 30D | +17.0% | -1.7% | +18.6% | +17.5% |
| 3M | +3.7% | +9.1% | -5.4% | +1.3% |
| 6M | +42.5% | +32.4% | +10.1% | +32.2% |
| YTD | +96.2% | +6.6% | +89.7% | +90.7% |
| 1Y | +160.4% | +34.7% | +125.7% | +138.0% |
| 3Y | +231.7% | +53.6% | +178.1% | +181.0% |
| 5Y | +153.3% | -4.1% | +157.3% | +140.9% |
| All | +153.3% | -4.9% | +158.2% | +140.9% |
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