+293.8%
TRV vs WAT
+166.5%
+127.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -1.5% | -2.9% | +1.4% | -0.8% |
| 30D | -1.8% | -3.2% | +1.4% | -1.1% |
| 3M | +21.6% | +10.6% | +11.0% | +18.4% |
| 6M | +22.5% | +34.0% | -11.6% | +12.9% |
| YTD | +28.1% | +5.7% | +22.4% | +24.9% |
| 1Y | +37.0% | +37.1% | 0.0% | +24.7% |
| 3Y | +141.9% | +52.4% | +89.5% | +103.7% |
| 5Y | +158.5% | -4.4% | +162.9% | +149.1% |
| All | +293.8% | +166.5% | +127.3% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling