+7,716.4%
TPR vs WAT
+460.8%
+7,255.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -2.3% | -1.3% | -1.0% | -1.8% |
| 30D | -23.0% | +2.3% | -25.3% | -23.8% |
| 3M | -12.5% | +8.7% | -21.2% | -15.9% |
| 6M | -21.4% | +28.3% | -49.7% | -30.2% |
| YTD | -3.5% | +7.8% | -11.3% | -8.6% |
| 1Y | +17.4% | +36.6% | -19.2% | -0.1% |
| 3Y | +291.3% | +45.7% | +245.6% | +208.2% |
| 5Y | +241.9% | -3.3% | +245.2% | +216.9% |
| 10Y | +322.7% | +162.1% | +160.6% | +154.9% |
| All | +7,716.4% | +460.8% | +7,255.7% | +2,963.5% |
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