+36.6%
WAT vs EFV
+30.7%
+5.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.3% | +1.5% | -2.8% | -2.3% |
| 30D | +2.3% | +1.7% | +0.6% | +1.1% |
| 3M | +8.7% | +8.6% | +0.1% | +2.6% |
| 6M | +28.3% | +11.7% | +16.6% | +18.1% |
| YTD | +7.8% | +19.3% | -11.5% | -7.6% |
| 1Y | +36.6% | +30.2% | +6.4% | +3.0% |
| All | +36.6% | +30.7% | +5.9% | +3.0% |
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