+161.8%
WAT vs EME
+1,301.6%
-1,139.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -2.9% | +0.9% | -3.8% | -3.2% |
| 30D | -3.2% | -8.4% | +5.2% | -0.9% |
| 3M | +10.6% | -3.6% | +14.2% | +10.5% |
| 6M | +34.0% | +3.6% | +30.5% | +30.6% |
| YTD | +5.7% | +22.5% | -16.8% | -2.8% |
| 1Y | +37.1% | +18.2% | +18.9% | +25.7% |
| 3Y | +52.4% | +238.4% | -186.0% | -7.0% |
| 5Y | -4.4% | +550.5% | -554.9% | -54.6% |
| All | +161.8% | +1,301.6% | -1,139.8% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling