+231.4%
WAT vs TMF
-81.8%
+313.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +0.7% | -3.4% | +4.1% | +0.7% |
| 30D | +9.0% | +11.5% | -2.5% | +9.1% |
| 3M | +13.5% | -4.5% | +18.0% | +13.4% |
| 6M | +35.3% | -15.0% | +50.3% | +35.0% |
| YTD | +24.0% | -19.9% | +43.8% | +23.6% |
| 1Y | +22.0% | -26.6% | +48.5% | +21.3% |
| 3Y | +84.0% | -29.8% | +113.8% | +83.8% |
| 5Y | +34.4% | -88.2% | +122.5% | +13.7% |
| 10Y | +231.4% | -81.4% | +312.8% | +209.4% |
| All | +231.4% | -81.8% | +313.2% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling