+947.1%
WAT vs EFV
+247.9%
+699.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +2.0% | +0.7% | +1.3% | +1.5% |
| 30D | +7.7% | +2.0% | +5.7% | +6.2% |
| 3M | +11.1% | -1.6% | +12.7% | +12.4% |
| 6M | +31.2% | +5.8% | +25.5% | +26.1% |
| YTD | +21.7% | +15.6% | +6.0% | +9.8% |
| 1Y | +19.3% | +19.0% | +0.4% | +5.6% |
| 3Y | +80.6% | +90.7% | -10.1% | +16.3% |
| 5Y | +29.5% | +92.8% | -63.2% | -17.3% |
| 10Y | +225.3% | +160.5% | +64.8% | +68.1% |
| All | +947.1% | +247.9% | +699.2% | +335.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling