+52.3%
EWZ vs WAT
+33.2%
+19.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | -25.5% | +9.0% | -34.5% | -26.6% |
| 3M | -4.5% | +13.5% | -18.0% | -6.6% |
| 6M | -15.3% | +35.3% | -50.6% | -19.7% |
| YTD | +3.1% | +24.0% | -20.9% | -1.5% |
| 1Y | +1.2% | +22.0% | -20.7% | -3.1% |
| 3Y | +19.3% | +84.0% | -64.7% | +3.2% |
| 5Y | +52.3% | +34.4% | +17.9% | +38.9% |
| All | +52.3% | +33.2% | +19.1% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling