+399.5%
TPR vs WAT
+86.6%
+312.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +6.4% | +0.7% | +5.7% | +6.2% |
| 30D | +13.8% | +9.0% | +4.8% | +11.4% |
| 3M | -16.6% | +13.5% | -30.1% | -19.3% |
| 6M | +0.7% | +35.3% | -34.6% | -6.9% |
| YTD | +5.3% | +24.0% | -18.6% | -1.5% |
| 1Y | +32.4% | +22.0% | +10.4% | +24.2% |
| All | +399.5% | +86.6% | +312.9% | +291.7% |
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