+69.1%
TGT vs WAT
+82.3%
-13.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +2.6% | +0.6% | +2.1% | +2.5% |
| 30D | +4.7% | +5.4% | -0.7% | +3.3% |
| 3M | +4.6% | +11.3% | -6.8% | +1.8% |
| 6M | +34.9% | +37.4% | -2.6% | +24.3% |
| YTD | +70.9% | +21.2% | +49.7% | +61.6% |
| 1Y | +84.4% | +21.3% | +63.0% | +74.0% |
| 3Y | +69.1% | +83.4% | -14.3% | +16.1% |
| All | +69.1% | +82.3% | -13.2% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling