+27.3%
WAT vs TMF
-23.9%
+51.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.0% |
| 7D | -1.9% | +4.0% | -5.9% | -3.1% |
| 30D | +6.2% | +19.5% | -13.2% | +0.3% |
| 3M | +18.1% | -3.5% | +21.6% | +19.8% |
| 6M | +54.9% | -10.6% | +65.5% | +60.8% |
| YTD | +23.1% | -17.1% | +40.2% | +30.3% |
| 1Y | +27.3% | -24.3% | +51.5% | +38.8% |
| All | +27.3% | -23.9% | +51.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling