+166.1%
WAT vs EFV
+169.9%
-3.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.8% |
| 7D | -0.3% | -0.8% | +0.6% | +0.4% |
| 30D | -1.9% | +0.6% | -2.5% | -2.4% |
| 3M | +13.5% | +7.5% | +6.0% | +7.1% |
| 6M | +37.2% | +13.0% | +24.2% | +24.4% |
| YTD | +7.5% | +18.3% | -10.8% | -6.4% |
| 1Y | +35.0% | +26.7% | +8.3% | +11.3% |
| 3Y | +55.1% | +89.6% | -34.5% | -6.8% |
| 5Y | -2.8% | +98.2% | -101.0% | -43.9% |
| All | +166.1% | +169.9% | -3.8% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling