+35.0%
WAT vs TMF
-26.8%
+61.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | -0.3% | -5.1% | +4.8% | +1.4% |
| 30D | -1.9% | -4.6% | +2.7% | -0.4% |
| 3M | +13.5% | -16.6% | +30.1% | +19.8% |
| 6M | +37.2% | -19.9% | +57.1% | +45.5% |
| YTD | +7.5% | -20.2% | +27.7% | +14.3% |
| 1Y | +35.0% | -27.7% | +62.7% | +45.8% |
| All | +35.0% | -26.8% | +61.8% | +45.8% |
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