+1,744.2%
TER vs WAT
+153.6%
+1,590.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +5.1% |
| 7D | +11.0% | -0.7% | +11.7% | +11.3% |
| 30D | -1.9% | -1.0% | -0.9% | -1.6% |
| 3M | -0.7% | +10.9% | -11.6% | -6.6% |
| 6M | +36.4% | +33.2% | +3.2% | +14.9% |
| YTD | +92.4% | +6.1% | +86.4% | +82.3% |
| 1Y | +213.5% | +30.2% | +183.3% | +161.8% |
| 3Y | +277.2% | +52.9% | +224.4% | +171.4% |
| 5Y | +219.1% | -5.1% | +224.3% | +203.3% |
| 10Y | +1,744.2% | +152.6% | +1,591.6% | +879.6% |
| All | +1,744.2% | +153.6% | +1,590.6% | +879.6% |
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