+29.9%
TPR vs WAT
+27.0%
+2.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +1.9% |
| 7D | +12.7% | +6.0% | +6.6% | +11.7% |
| 30D | +17.1% | +9.9% | +7.2% | +15.3% |
| 3M | -15.9% | +17.2% | -33.0% | -18.1% |
| 6M | +2.6% | +34.2% | -31.6% | -2.9% |
| YTD | +7.5% | +25.5% | -18.0% | -0.6% |
| All | +29.9% | +27.0% | +2.9% | +19.9% |
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