+347.0%
EWZ vs WAT
+566.8%
-219.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | +0.1% | +2.0% | -1.9% | -0.6% |
| 30D | -25.9% | +7.7% | -33.6% | -27.9% |
| 3M | -6.1% | +11.1% | -17.2% | -9.7% |
| 6M | -16.1% | +31.2% | -47.3% | -24.1% |
| YTD | +1.0% | +21.7% | -20.7% | -7.5% |
| 1Y | 0.0% | +19.3% | -19.4% | -7.9% |
| 3Y | +16.8% | +80.6% | -63.8% | -11.8% |
| 5Y | +52.1% | +29.5% | +22.5% | +25.5% |
| 10Y | +63.6% | +225.3% | -161.7% | -6.1% |
| All | +347.0% | +566.8% | -219.8% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling