+231.8%
WAT vs EL
+60.9%
+170.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +3.4% | +7.6% | -4.2% | +1.1% |
| 30D | +9.6% | +15.7% | -6.1% | +4.7% |
| 3M | +15.5% | +30.5% | -15.1% | +5.8% |
| 6M | +33.9% | +32.5% | +1.4% | +21.2% |
| YTD | +25.2% | +9.4% | +15.7% | +18.5% |
| 1Y | +26.3% | +28.4% | -2.1% | +13.3% |
| 3Y | +85.8% | +4.4% | +81.4% | +66.7% |
| 5Y | +35.3% | -64.5% | +99.8% | +77.2% |
| 10Y | +231.8% | +64.9% | +166.9% | +158.7% |
| All | +231.8% | +60.9% | +170.9% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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