+166.1%
WAT vs EFX
+42.6%
+123.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.3% | -4.5% | +4.3% | +1.4% |
| 30D | -1.9% | -6.1% | +4.2% | +0.1% |
| 3M | +13.5% | +6.2% | +7.3% | +9.9% |
| 6M | +37.2% | -11.2% | +48.5% | +41.2% |
| YTD | +7.5% | -21.4% | +28.9% | +14.6% |
| 1Y | +35.0% | -34.3% | +69.3% | +53.6% |
| 3Y | +55.1% | -12.5% | +67.6% | +56.3% |
| 5Y | -2.8% | -35.6% | +32.7% | +5.7% |
| All | +166.1% | +42.6% | +123.6% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling