+34.4%
WAT vs EFV
+93.3%
-58.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +0.7% | -1.0% | +1.7% | +1.6% |
| 30D | +9.0% | +3.1% | +5.9% | +6.2% |
| 3M | +13.5% | -1.2% | +14.7% | +14.7% |
| 6M | +35.3% | +5.6% | +29.6% | +28.7% |
| YTD | +24.0% | +15.8% | +8.2% | +8.5% |
| 1Y | +22.0% | +20.0% | +1.9% | +3.4% |
| 3Y | +84.0% | +91.0% | -6.9% | +4.6% |
| 5Y | +34.4% | +93.7% | -59.3% | -26.2% |
| All | +34.4% | +93.3% | -58.9% | -26.2% |
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