+52.5%
WAT vs EFV
+88.2%
-35.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | -2.9% | -2.0% | -0.9% | -1.2% |
| 30D | -3.2% | -0.2% | -3.0% | -3.1% |
| 3M | +10.6% | +9.1% | +1.5% | +2.2% |
| 6M | +34.0% | +11.7% | +22.3% | +21.3% |
| YTD | +5.7% | +17.0% | -11.3% | -9.0% |
| 1Y | +37.1% | +26.7% | +10.3% | +9.3% |
| All | +52.5% | +88.2% | -35.6% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling