+1,001.8%
TER vs WAT
+232.2%
+769.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.2% | +8.6% | +10.3% |
| 7D | -5.8% | +6.0% | -11.8% | -8.5% |
| 30D | -38.9% | +9.9% | -48.8% | -41.9% |
| 3M | -35.1% | +17.2% | -52.3% | -40.8% |
| 6M | -31.6% | +34.2% | -65.8% | -42.5% |
| YTD | +27.2% | +25.5% | +1.7% | +9.6% |
| 1Y | +35.2% | +28.3% | +7.0% | +14.9% |
| 3Y | +192.8% | +88.4% | +104.4% | +86.8% |
| 5Y | +72.4% | +36.1% | +36.3% | +32.2% |
| 10Y | +1,001.8% | +234.8% | +767.0% | +417.2% |
| All | +1,001.8% | +232.2% | +769.7% | +417.2% |
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 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