+119.0%
WAT vs EQX
+226.7%
-107.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | -0.4% |
| 7D | -2.9% | -7.0% | +4.1% | -2.4% |
| 30D | -3.2% | +4.8% | -8.1% | -3.6% |
| 3M | +10.6% | +25.6% | -15.0% | +8.7% |
| 6M | +34.0% | -25.8% | +59.9% | +35.9% |
| YTD | +5.7% | -12.7% | +18.5% | +5.7% |
| 1Y | +37.1% | +14.1% | +23.0% | +34.1% |
| 3Y | +52.4% | +165.7% | -113.4% | +36.6% |
| 5Y | -4.4% | +81.2% | -85.6% | -15.2% |
| All | +119.0% | +226.7% | -107.7% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling