+12,506.9%
WAT vs EL
+1,845.6%
+10,661.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.4% |
| 7D | +6.0% | +8.0% | -2.0% | +3.8% |
| 30D | +9.9% | +15.4% | -5.5% | +5.6% |
| 3M | +17.2% | +28.5% | -11.4% | +8.8% |
| 6M | +34.2% | +32.2% | +2.0% | +22.9% |
| YTD | +25.5% | +9.2% | +16.3% | +19.6% |
| 1Y | +28.3% | +30.8% | -2.5% | +16.0% |
| 3Y | +88.4% | +3.7% | +84.7% | +72.7% |
| 5Y | +36.1% | -64.8% | +100.9% | +64.6% |
| 10Y | +234.8% | +60.0% | +174.8% | +164.7% |
| All | +12,506.9% | +1,845.6% | +10,661.3% | +6,207.4% |
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