+12,071.9%
WAT vs EME
+30,035.3%
-17,963.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.6% | +8.4% | -7.8% | -1.6% |
| 30D | +5.4% | -11.5% | +16.9% | +8.5% |
| 3M | +11.3% | -20.6% | +31.9% | +17.5% |
| 6M | +37.4% | -28.5% | +65.9% | +47.7% |
| YTD | +21.2% | +8.0% | +13.2% | +15.6% |
| 1Y | +21.3% | +6.8% | +14.6% | +15.9% |
| 3Y | +83.4% | +213.9% | -130.5% | +24.6% |
| 5Y | +29.0% | +414.8% | -385.8% | -24.5% |
| 10Y | +223.9% | +916.9% | -693.0% | +50.3% |
| All | +12,071.9% | +30,035.3% | -17,963.4% | +2,898.8% |
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