+240.4%
TPR vs WAT
-3.2%
+243.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | -23.0% | +2.3% | -25.3% | -23.6% |
| 3M | -12.5% | +8.7% | -21.2% | -15.2% |
| 6M | -21.4% | +28.3% | -49.7% | -28.6% |
| YTD | -3.5% | +7.8% | -11.3% | -7.5% |
| 1Y | +17.4% | +36.6% | -19.2% | +2.4% |
| 3Y | +291.3% | +45.7% | +245.6% | +211.6% |
| All | +240.4% | -3.2% | +243.7% | +199.5% |
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