+84.6%
TGT vs WAT
+41.4%
+43.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +0.8% | -1.3% | +2.1% | +0.9% |
| 30D | +12.2% | +2.3% | +9.8% | +12.0% |
| 3M | +33.8% | +8.7% | +25.1% | +32.8% |
| 6M | +39.3% | +28.3% | +11.0% | +35.8% |
| YTD | +72.9% | +7.8% | +65.1% | +70.3% |
| 1Y | +84.6% | +36.6% | +48.0% | +77.8% |
| All | +84.6% | +41.4% | +43.1% | +77.8% |
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