+18.2%
EWZ vs WAT
+87.1%
-69.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +1.3% | +3.4% | -2.1% | +0.8% |
| 30D | -26.2% | +9.6% | -35.8% | -27.2% |
| 3M | -8.6% | +15.5% | -24.1% | -10.5% |
| 6M | -17.0% | +33.9% | -50.9% | -20.5% |
| YTD | +2.2% | +25.2% | -23.0% | -2.0% |
| 1Y | +2.7% | +26.3% | -23.6% | -1.7% |
| 3Y | +18.2% | +85.8% | -67.6% | +7.0% |
| All | +18.2% | +87.1% | -69.0% | +7.0% |
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