+230.8%
TPR vs WAT
+31.1%
+199.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -1.1% | +2.0% | -3.2% | -1.8% |
| 30D | +15.1% | +7.7% | +7.4% | +12.0% |
| 3M | -13.4% | +11.1% | -24.5% | -16.8% |
| 6M | +1.4% | +31.2% | -29.9% | -8.4% |
| YTD | +4.8% | +21.7% | -16.9% | -4.0% |
| 1Y | +29.2% | +19.3% | +9.9% | +19.2% |
| 3Y | +403.7% | +80.6% | +323.1% | +263.7% |
| 5Y | +230.8% | +29.5% | +201.3% | +179.1% |
| All | +230.8% | +31.1% | +199.8% | +179.1% |
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