+157.1%
TRV vs WAT
-4.5%
+161.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | -2.3% | -1.7% | -0.6% | -2.2% |
| 3M | +22.7% | +9.1% | +13.6% | +21.2% |
| 6M | +21.9% | +32.4% | -10.5% | +16.9% |
| YTD | +27.5% | +6.6% | +20.9% | +25.8% |
| 1Y | +36.2% | +34.7% | +1.5% | +29.9% |
| 3Y | +140.6% | +53.6% | +87.0% | +120.3% |
| All | +157.1% | -4.5% | +161.6% | +148.8% |
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