+12,981.4%
TDG vs WAT
+831.6%
+12,149.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -6.5% | -1.0% | -5.6% | -6.2% |
| 3M | -5.1% | +10.9% | -16.0% | -9.2% |
| 6M | -11.5% | +33.2% | -44.7% | -22.0% |
| YTD | -13.9% | +6.1% | -20.0% | -17.6% |
| 1Y | -11.5% | +30.2% | -41.7% | -22.6% |
| 3Y | +53.7% | +52.9% | +0.8% | +18.1% |
| 5Y | +135.5% | -5.1% | +140.6% | +118.3% |
| 10Y | +535.2% | +152.6% | +382.5% | +265.8% |
| All | +12,981.4% | +831.6% | +12,149.9% | +4,181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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