+36.6%
WAT vs EFX
-25.2%
+61.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | +0.1% |
| 7D | -1.3% | -8.6% | +7.4% | +0.2% |
| 30D | +2.3% | +0.1% | +2.2% | +2.2% |
| 3M | +8.7% | +3.8% | +4.9% | +7.7% |
| 6M | +28.3% | -13.5% | +41.8% | +30.8% |
| YTD | +7.8% | -17.7% | +25.4% | +11.8% |
| 1Y | +36.6% | -25.6% | +62.2% | +44.9% |
| All | +36.6% | -25.2% | +61.8% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling