+19.3%
TPR vs WAT
+32.9%
-13.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +3.3% |
| 7D | +12.6% | -1.9% | +14.6% | +13.0% |
| 30D | +7.1% | +6.2% | +0.9% | +6.1% |
| 3M | -19.4% | +18.1% | -37.4% | -21.8% |
| 6M | -9.7% | +54.9% | -64.6% | -16.9% |
| YTD | -1.0% | +23.1% | -24.1% | -8.2% |
| 1Y | +19.3% | +27.3% | -8.0% | +8.6% |
| All | +19.3% | +32.9% | -13.6% | +8.6% |
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 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