+19.0%
EWZ vs WAT
+74.7%
-55.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -1.5% | -1.1% | -0.4% | -1.3% |
| 30D | -24.5% | +5.0% | -29.5% | -25.1% |
| 3M | -10.7% | +14.5% | -25.2% | -12.4% |
| 6M | -19.1% | +30.9% | -50.0% | -22.2% |
| YTD | +1.6% | +20.5% | -18.9% | -2.0% |
| 1Y | +4.3% | +23.3% | -19.0% | +0.2% |
| 3Y | +19.0% | +81.5% | -62.5% | +6.4% |
| All | +19.0% | +74.7% | -55.8% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling