+1,057.8%
TER vs WAT
+223.8%
+833.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | +0.3% |
| 7D | +24.0% | +2.0% | +22.0% | +22.7% |
| 30D | -30.6% | +7.7% | -38.3% | -33.3% |
| 3M | -34.5% | +11.1% | -45.6% | -38.3% |
| 6M | -26.4% | +31.2% | -57.6% | -37.3% |
| YTD | +36.4% | +21.7% | +14.7% | +19.6% |
| 1Y | +47.4% | +19.3% | +28.1% | +30.7% |
| 3Y | +202.6% | +80.6% | +122.0% | +97.7% |
| 5Y | +83.9% | +29.5% | +54.4% | +45.2% |
| All | +1,057.8% | +223.8% | +833.9% | +444.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling