+10,726.6%
WAT vs EME
+34,349.5%
-23,622.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | -1.3% | +1.9% | -3.2% | -1.8% |
| 30D | +2.3% | -8.3% | +10.6% | +4.6% |
| 3M | +8.7% | -10.7% | +19.5% | +11.0% |
| 6M | +28.3% | +1.9% | +26.4% | +25.9% |
| YTD | +7.8% | +23.5% | -15.7% | -0.1% |
| 1Y | +36.6% | +18.0% | +18.6% | +26.8% |
| 3Y | +45.7% | +236.1% | -190.4% | -2.2% |
| 5Y | -3.3% | +527.9% | -531.2% | -46.1% |
| 10Y | +162.1% | +1,252.8% | -1,090.7% | +13.4% |
| All | +10,726.6% | +34,349.5% | -23,622.9% | +2,491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling