+942.7%
WAT vs EFV
+249.2%
+693.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | +0.6% | +2.5% | -2.0% | -1.1% |
| 30D | +5.4% | +2.9% | +2.5% | +3.4% |
| 3M | +11.3% | -1.4% | +12.7% | +12.4% |
| 6M | +37.4% | +5.5% | +31.9% | +32.2% |
| YTD | +21.2% | +16.1% | +5.1% | +9.1% |
| 1Y | +21.3% | +20.3% | +1.1% | +6.6% |
| 3Y | +83.4% | +90.4% | -7.0% | +18.2% |
| 5Y | +29.0% | +93.5% | -64.5% | -17.9% |
| 10Y | +223.9% | +161.5% | +62.4% | +67.0% |
| All | +942.7% | +249.2% | +693.5% | +332.7% |
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