+34.7%
WAT vs EL
+12.1%
+22.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +1.0% |
| 7D | -1.8% | -2.4% | +0.6% | -1.4% |
| 30D | -1.7% | +13.7% | -15.4% | -4.3% |
| 3M | +9.1% | +14.5% | -5.4% | +5.9% |
| 6M | +32.4% | +7.4% | +25.0% | +29.2% |
| YTD | +6.6% | -4.7% | +11.3% | +6.1% |
| 1Y | +34.7% | +12.9% | +21.8% | +32.6% |
| All | +34.7% | +12.1% | +22.6% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling