+1,027.2%
WAT vs ET
+1,310.3%
-283.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | +2.5% | -2.0% | +0.1% |
| 30D | +5.4% | -2.5% | +7.9% | +5.9% |
| 3M | +11.3% | -4.9% | +16.2% | +12.2% |
| 6M | +37.4% | -0.1% | +37.5% | +37.1% |
| YTD | +21.2% | +26.2% | -5.0% | +15.3% |
| 1Y | +21.3% | +25.2% | -3.8% | +15.6% |
| 3Y | +83.4% | +84.2% | -0.8% | +61.5% |
| 5Y | +29.0% | +216.1% | -187.1% | +1.8% |
| 10Y | +223.9% | +160.7% | +63.2% | +148.4% |
| All | +1,027.2% | +1,310.3% | -283.0% | +296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling