+202.8%
TER vs WAT
-3.2%
+206.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.0% |
| 7D | +0.6% | -1.3% | +1.9% | +1.3% |
| 30D | -8.3% | +2.3% | -10.6% | -9.6% |
| 3M | -12.2% | +8.7% | -21.0% | -16.1% |
| 6M | +17.1% | +28.3% | -11.2% | +1.9% |
| YTD | +84.7% | +7.8% | +76.9% | +73.9% |
| 1Y | +199.9% | +36.6% | +163.3% | +146.5% |
| 3Y | +232.8% | +45.7% | +187.1% | +152.0% |
| All | +202.8% | -3.2% | +206.1% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling