+180.5%
TRV vs WAT
+28.6%
+151.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.0% | +0.6% | +1.5% | +1.9% |
| 30D | +6.7% | +5.4% | +1.3% | +6.0% |
| 3M | +9.4% | +11.3% | -1.9% | +7.8% |
| 6M | +37.7% | +37.4% | +0.3% | +31.9% |
| YTD | +40.6% | +21.2% | +19.4% | +36.4% |
| 1Y | +42.4% | +21.3% | +21.1% | +38.2% |
| 3Y | +148.1% | +83.4% | +64.7% | +121.7% |
| All | +180.5% | +28.6% | +151.9% | +159.1% |
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