+36.6%
WAT vs EME
+19.7%
+16.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -1.3% | +1.9% | -3.2% | -1.5% |
| 30D | +2.3% | -8.3% | +10.6% | +3.3% |
| 3M | +8.7% | -10.7% | +19.5% | +10.4% |
| 6M | +28.3% | +1.9% | +26.4% | +28.4% |
| YTD | +7.8% | +23.5% | -15.7% | +5.8% |
| 1Y | +36.6% | +18.0% | +18.6% | +30.0% |
| All | +36.6% | +19.7% | +16.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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