+226.2%
WAT vs TMF
-84.4%
+310.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.1% | +1.2% | -2.3% | -1.1% |
| 30D | +5.0% | +19.7% | -14.8% | +5.2% |
| 3M | +14.5% | -2.1% | +16.6% | +14.5% |
| 6M | +30.9% | -13.4% | +44.4% | +30.6% |
| YTD | +20.5% | -16.7% | +37.2% | +20.1% |
| 1Y | +23.3% | -23.3% | +46.6% | +22.7% |
| 3Y | +81.5% | -24.8% | +106.3% | +81.7% |
| 5Y | +33.4% | -88.0% | +121.4% | +12.7% |
| All | +226.2% | -84.4% | +310.6% | +206.0% |
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