+1,061.6%
TFC vs WAT
+10,816.8%
-9,755.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +2.4% | -1.3% | +3.7% | +2.8% |
| 30D | -1.3% | +2.3% | -3.6% | -2.0% |
| 3M | +6.1% | +8.7% | -2.7% | +3.6% |
| 6M | +7.3% | +28.3% | -21.0% | 0.0% |
| YTD | +8.2% | +7.8% | +0.4% | +5.0% |
| 1Y | +14.4% | +36.6% | -22.2% | +4.2% |
| 3Y | +93.7% | +45.7% | +48.0% | +70.3% |
| 5Y | +16.4% | -3.3% | +19.7% | +12.0% |
| 10Y | +101.6% | +162.1% | -60.5% | +53.2% |
| All | +1,061.6% | +10,816.8% | -9,755.2% | +435.6% |
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