+43.2%
TER vs WAT
+32.9%
+10.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.5% | -7.6% |
| 7D | -19.9% | -1.9% | -17.9% | -19.1% |
| 30D | -43.5% | +6.2% | -49.8% | -45.0% |
| 3M | -37.8% | +18.1% | -55.8% | -42.7% |
| 6M | -25.6% | +54.9% | -80.5% | -40.2% |
| YTD | +29.8% | +23.1% | +6.7% | +7.5% |
| 1Y | +43.2% | +27.3% | +15.9% | +18.2% |
| All | +43.2% | +32.9% | +10.2% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling