+30.8%
WAT vs EL
-66.1%
+96.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | +5.0% | +16.5% | -11.6% | +0.6% |
| 3M | +14.5% | +29.2% | -14.7% | +6.3% |
| 6M | +30.9% | +27.9% | +3.0% | +21.2% |
| YTD | +20.5% | +6.2% | +14.3% | +15.8% |
| 1Y | +23.3% | +27.2% | -3.9% | +12.4% |
| 3Y | +81.5% | +3.2% | +78.3% | +64.2% |
| All | +30.8% | -66.1% | +96.9% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling