+67.0%
EWZ vs WAT
+230.7%
-163.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -25.5% | +9.0% | -34.5% | -27.6% |
| 3M | -4.5% | +13.5% | -18.0% | -8.5% |
| 6M | -15.3% | +35.3% | -50.6% | -23.6% |
| YTD | +3.1% | +24.0% | -20.9% | -5.5% |
| 1Y | +1.2% | +22.0% | -20.7% | -6.8% |
| 3Y | +19.3% | +84.0% | -64.7% | -11.4% |
| 5Y | +52.3% | +34.4% | +17.9% | +24.5% |
| 10Y | +67.0% | +231.4% | -164.4% | -14.2% |
| All | +67.0% | +230.7% | -163.7% | -14.2% |
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