+27.3%
WAT vs EFV
+25.8%
+1.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.5% | -0.5% |
| 7D | -1.9% | +2.9% | -4.8% | -3.8% |
| 30D | +6.2% | +3.6% | +2.7% | +3.7% |
| 3M | +18.1% | -0.1% | +18.2% | +18.2% |
| 6M | +54.9% | +9.6% | +45.3% | +44.6% |
| YTD | +23.1% | +17.0% | +6.1% | +6.6% |
| 1Y | +27.3% | +25.7% | +1.6% | +1.8% |
| All | +27.3% | +25.8% | +1.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling