-25.0%
TGT vs WAT
-4.9%
-20.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | -3.6% | -1.8% | -1.8% | -3.1% |
| 30D | +4.4% | -1.7% | +6.1% | +4.9% |
| 3M | +25.4% | +9.1% | +16.3% | +21.8% |
| 6M | +33.4% | +32.4% | +0.9% | +21.0% |
| YTD | +65.6% | +6.6% | +59.0% | +60.2% |
| 1Y | +80.3% | +34.7% | +45.6% | +60.1% |
| 3Y | +42.1% | +53.6% | -11.4% | +14.7% |
| 5Y | -25.0% | -4.1% | -20.9% | -31.1% |
| All | -25.0% | -4.9% | -20.1% | -31.1% |
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 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