+1,236.8%
EWY vs WAT
+790.0%
+446.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.9% |
| 7D | +4.8% | -1.3% | +6.1% | +5.3% |
| 30D | +11.7% | +2.3% | +9.3% | +10.8% |
| 3M | -7.4% | +8.7% | -16.1% | -9.9% |
| 6M | +40.6% | +28.3% | +12.2% | +28.7% |
| YTD | +94.3% | +7.8% | +86.5% | +87.5% |
| 1Y | +164.3% | +36.6% | +127.7% | +133.9% |
| 3Y | +221.0% | +45.7% | +175.3% | +166.1% |
| 5Y | +139.1% | -3.3% | +142.4% | +124.0% |
| 10Y | +298.8% | +162.1% | +136.7% | +152.5% |
| All | +1,236.8% | +790.0% | +446.9% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling