+55.1%
WAT vs EQX
+168.9%
-113.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.6% |
| 7D | -0.3% | -3.2% | +2.9% | -0.1% |
| 30D | -1.9% | +7.8% | -9.6% | -2.3% |
| 3M | +13.5% | +21.3% | -7.8% | +12.2% |
| 6M | +37.2% | -22.4% | +59.7% | +38.0% |
| YTD | +7.5% | -11.3% | +18.8% | +7.3% |
| 1Y | +35.0% | +13.5% | +21.5% | +33.1% |
| 3Y | +55.1% | +162.1% | -107.1% | +37.1% |
| All | +55.1% | +168.9% | -113.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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