+1,006.2%
TER vs WAT
+228.2%
+778.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -8.9% | +3.4% | -12.3% | -10.3% |
| 30D | -39.1% | +9.6% | -48.7% | -41.9% |
| 3M | -32.8% | +15.5% | -48.2% | -38.1% |
| 6M | -31.7% | +33.9% | -65.6% | -42.5% |
| YTD | +26.9% | +25.2% | +1.7% | +9.5% |
| 1Y | +33.6% | +26.3% | +7.3% | +14.5% |
| 3Y | +181.5% | +85.8% | +95.7% | +81.1% |
| 5Y | +76.1% | +35.3% | +40.8% | +35.6% |
| 10Y | +1,006.2% | +231.8% | +774.4% | +419.5% |
| All | +1,006.2% | +228.2% | +778.0% | +419.5% |
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