+35.0%
WAT vs ET
+33.4%
+1.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.5% |
| 7D | -0.3% | +0.2% | -0.5% | -0.2% |
| 30D | -1.9% | +2.9% | -4.7% | -1.4% |
| 3M | +13.5% | +16.8% | -3.3% | +16.6% |
| 6M | +37.2% | +18.9% | +18.4% | +42.6% |
| YTD | +7.5% | +37.7% | -30.2% | +18.6% |
| 1Y | +35.0% | +32.4% | +2.6% | +42.2% |
| All | +35.0% | +33.4% | +1.6% | +42.2% |
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