+27.3%
WAT vs EFX
-7.5%
+34.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.4% |
| 7D | -1.9% | +9.2% | -11.1% | -3.1% |
| 30D | +6.2% | +34.8% | -28.5% | +1.8% |
| 3M | +18.1% | +8.8% | +9.2% | +16.6% |
| 6M | +54.9% | +12.3% | +42.6% | +51.6% |
| YTD | +23.1% | -10.6% | +33.7% | +26.0% |
| 1Y | +27.3% | -6.7% | +34.0% | +26.2% |
| All | +27.3% | -7.5% | +34.8% | +26.2% |
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