+47.4%
TER vs WAT
+20.2%
+27.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +14.4% | +0.6% | +13.8% | +14.1% |
| 30D | -30.6% | +5.4% | -36.0% | -31.8% |
| 3M | -39.2% | +11.3% | -50.5% | -42.0% |
| 6M | -31.3% | +37.4% | -68.7% | -40.8% |
| YTD | +29.1% | +21.2% | +7.9% | +8.1% |
| 1Y | +47.4% | +21.3% | +26.1% | +23.4% |
| All | +47.4% | +20.2% | +27.2% | +23.4% |
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