-4.1%
WAT vs EFV
+95.4%
-99.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.2% |
| 7D | -1.8% | -0.5% | -1.3% | -1.4% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | +9.1% | +8.4% | +0.6% | +1.7% |
| 6M | +32.4% | +12.3% | +20.1% | +19.9% |
| YTD | +6.6% | +17.4% | -10.8% | -7.6% |
| 1Y | +34.7% | +27.1% | +7.6% | +9.0% |
| 3Y | +53.6% | +90.7% | -37.1% | -11.6% |
| 5Y | -4.1% | +95.6% | -99.7% | -48.3% |
| All | -4.1% | +95.4% | -99.5% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling