-4.4%
WAT vs ET
+241.7%
-246.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -2.9% | +1.4% | -4.2% | -3.2% |
| 30D | -3.2% | +4.6% | -7.8% | -4.4% |
| 3M | +10.6% | +16.0% | -5.4% | +6.2% |
| 6M | +34.0% | +22.8% | +11.2% | +26.6% |
| YTD | +5.7% | +38.9% | -33.1% | -3.7% |
| 1Y | +37.1% | +34.1% | +3.0% | +25.9% |
| 3Y | +52.4% | +98.8% | -46.4% | +24.6% |
| 5Y | -4.4% | +246.8% | -251.2% | -26.7% |
| All | -4.4% | +241.7% | -246.1% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling