+83.4%
WAT vs EME
+216.1%
-132.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.6% | +8.4% | -7.8% | -0.8% |
| 30D | +5.4% | -11.5% | +16.9% | +7.3% |
| 3M | +11.3% | -20.6% | +31.9% | +15.2% |
| 6M | +37.4% | -28.5% | +65.9% | +44.9% |
| YTD | +21.2% | +8.0% | +13.2% | +16.9% |
| 1Y | +21.3% | +6.8% | +14.6% | +17.3% |
| 3Y | +83.4% | +213.9% | -130.5% | +20.4% |
| All | +83.4% | +216.1% | -132.7% | +20.4% |
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