-5.1%
WAT vs EFX
-35.1%
+29.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.4% |
| 7D | -0.7% | -7.8% | +7.1% | +2.4% |
| 30D | -1.0% | -5.7% | +4.8% | +1.1% |
| 3M | +10.9% | +2.5% | +8.4% | +8.4% |
| 6M | +33.2% | -16.7% | +49.9% | +41.3% |
| YTD | +6.1% | -20.2% | +26.3% | +13.5% |
| 1Y | +30.2% | -31.4% | +61.6% | +48.6% |
| 3Y | +52.9% | -10.5% | +63.4% | +50.7% |
| 5Y | -5.1% | -35.2% | +30.1% | +2.9% |
| All | -5.1% | -35.1% | +29.9% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling