+8,398.6%
TPR vs WAT
+526.8%
+7,871.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | +14.2% | -1.1% | +15.3% | +14.5% |
| 30D | +17.1% | +5.0% | +12.1% | +14.4% |
| 3M | -17.7% | +14.5% | -32.2% | -22.7% |
| 6M | -10.2% | +30.9% | -41.1% | -20.7% |
| YTD | +4.9% | +20.5% | -15.6% | -5.5% |
| 1Y | +36.1% | +23.3% | +12.8% | +21.2% |
| 3Y | +416.5% | +81.5% | +335.0% | +269.7% |
| 5Y | +254.8% | +33.4% | +221.4% | +185.9% |
| 10Y | +391.7% | +231.5% | +160.2% | +169.7% |
| All | +8,398.6% | +526.8% | +7,871.8% | +3,064.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling