+52.9%
WAT vs EME
+249.1%
-196.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.1% |
| 7D | -0.7% | +5.2% | -5.9% | -1.7% |
| 30D | -1.0% | -5.4% | +4.4% | 0.0% |
| 3M | +10.9% | -6.1% | +17.0% | +11.8% |
| 6M | +33.2% | +9.7% | +23.5% | +29.8% |
| YTD | +6.1% | +26.6% | -20.5% | -0.1% |
| 1Y | +30.2% | +24.6% | +5.6% | +21.4% |
| 3Y | +52.9% | +249.6% | -196.7% | +0.3% |
| All | +52.9% | +249.1% | -196.3% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling