+81.2%
EWZ vs WAT
+161.1%
-79.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +6.5% | -1.3% | +7.8% | +6.9% |
| 30D | +4.8% | +2.3% | +2.5% | +4.0% |
| 3M | +9.9% | +8.7% | +1.2% | +6.7% |
| 6M | +1.9% | +28.3% | -26.4% | -6.8% |
| YTD | +20.3% | +7.8% | +12.5% | +15.6% |
| 1Y | +35.6% | +36.6% | -1.0% | +19.6% |
| 3Y | +43.4% | +45.7% | -2.2% | +16.0% |
| 5Y | +55.9% | -3.3% | +59.3% | +47.5% |
| All | +81.2% | +161.1% | -79.8% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling