+36.6%
WAT vs ET
+31.4%
+5.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.3% | +0.9% | -2.2% | -1.1% |
| 30D | +2.3% | +7.5% | -5.1% | +3.7% |
| 3M | +8.7% | +11.4% | -2.7% | +11.0% |
| 6M | +28.3% | +18.5% | +9.8% | +33.8% |
| YTD | +7.8% | +37.4% | -29.6% | +20.2% |
| 1Y | +36.6% | +30.9% | +5.7% | +43.8% |
| All | +36.6% | +31.4% | +5.2% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling