+213.5%
TER vs WAT
+32.5%
+181.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.9% |
| 7D | +11.0% | -0.7% | +11.7% | +11.2% |
| 30D | -1.9% | -1.0% | -0.9% | -1.6% |
| 3M | -0.7% | +10.9% | -11.6% | -5.4% |
| 6M | +36.4% | +33.2% | +3.2% | +18.9% |
| YTD | +92.4% | +6.1% | +86.4% | +75.2% |
| 1Y | +213.5% | +30.2% | +183.3% | +164.2% |
| All | +213.5% | +32.5% | +181.0% | +164.2% |
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 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