+256.1%
TPR vs WAT
+32.4%
+223.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +14.2% | -1.1% | +15.3% | +14.4% |
| 30D | +17.1% | +5.0% | +12.1% | +14.9% |
| 3M | -17.7% | +14.5% | -32.2% | -21.8% |
| 6M | -10.2% | +30.9% | -41.1% | -18.8% |
| YTD | +4.9% | +20.5% | -15.6% | -3.5% |
| 1Y | +36.1% | +23.3% | +12.8% | +23.9% |
| 3Y | +416.5% | +81.5% | +335.0% | +271.6% |
| All | +256.1% | +32.4% | +223.7% | +196.1% |
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