+10,726.6%
WAT vs EL
+1,685.7%
+9,040.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.8% |
| 7D | -1.3% | +0.8% | -2.1% | -1.5% |
| 30D | +2.3% | +19.8% | -17.5% | -2.9% |
| 3M | +8.7% | +25.7% | -17.0% | +1.5% |
| 6M | +28.3% | +5.4% | +22.9% | +24.8% |
| YTD | +7.8% | +0.2% | +7.6% | +5.4% |
| 1Y | +36.6% | +20.4% | +16.2% | +26.1% |
| 3Y | +45.7% | -32.1% | +77.8% | +49.3% |
| 5Y | -3.3% | -67.2% | +63.9% | +19.2% |
| 10Y | +162.1% | +31.7% | +130.4% | +118.4% |
| All | +10,726.6% | +1,685.7% | +9,040.8% | +5,459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling