+910.6%
EWY vs WAT
+900.5%
+10.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +4.2% | +0.6% | +3.6% | +4.0% |
| 30D | -10.7% | +5.4% | -16.1% | -12.1% |
| 3M | -20.1% | +11.3% | -31.4% | -22.9% |
| 6M | -24.3% | +37.4% | -61.7% | -32.0% |
| YTD | +46.9% | +21.2% | +25.7% | +36.3% |
| 1Y | +55.2% | +21.3% | +33.8% | +43.8% |
| 3Y | +157.0% | +83.4% | +73.6% | +97.5% |
| 5Y | +98.9% | +29.0% | +69.9% | +68.8% |
| 10Y | +226.3% | +223.9% | +2.4% | +92.9% |
| All | +910.6% | +900.5% | +10.1% | +210.1% |
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