+234.8%
WAT vs TMF
-83.0%
+317.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +6.0% | +0.6% | +5.4% | +6.1% |
| 30D | +9.9% | +16.3% | -6.4% | +10.1% |
| 3M | +17.2% | -2.7% | +19.9% | +17.1% |
| 6M | +34.2% | -13.2% | +47.4% | +34.0% |
| YTD | +25.5% | -16.7% | +42.2% | +25.1% |
| 1Y | +28.3% | -22.7% | +51.0% | +27.7% |
| 3Y | +88.4% | -26.1% | +114.5% | +88.4% |
| 5Y | +36.1% | -88.4% | +124.6% | +14.4% |
| 10Y | +234.8% | -81.8% | +316.6% | +214.9% |
| All | +234.8% | -83.0% | +317.8% | +214.9% |
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