+1,666.3%
TER vs WAT
+12,102.7%
-10,436.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.2% |
| 7D | -20.5% | -1.1% | -19.4% | -19.9% |
| 30D | -47.0% | +5.0% | -52.0% | -47.9% |
| 3M | -43.3% | +14.5% | -57.8% | -46.4% |
| 6M | -42.9% | +30.9% | -73.8% | -49.0% |
| YTD | +12.9% | +20.5% | -7.6% | +3.5% |
| 1Y | +18.2% | +23.3% | -5.1% | +7.3% |
| 3Y | +151.8% | +81.5% | +70.3% | +91.0% |
| 5Y | +54.2% | +33.4% | +20.8% | +31.7% |
| 10Y | +908.2% | +231.5% | +676.7% | +504.1% |
| All | +1,666.3% | +12,102.7% | -10,436.4% | +337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling