+1,061.7%
WAT vs TMF
-69.1%
+1,130.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.1% |
| 7D | -5.6% | +2.7% | -8.3% | -5.4% |
| 30D | +3.8% | +19.3% | -15.5% | +5.6% |
| 3M | +13.3% | -3.7% | +16.9% | +13.0% |
| 6M | +32.2% | -11.3% | +43.5% | +30.8% |
| YTD | +19.3% | -16.6% | +35.9% | +17.4% |
| 1Y | +21.8% | -21.1% | +42.9% | +19.2% |
| 3Y | +73.9% | -26.8% | +100.8% | +71.2% |
| 5Y | +32.1% | -88.0% | +120.1% | +1.8% |
| 10Y | +228.2% | -84.7% | +312.9% | +186.2% |
| All | +1,061.7% | -69.1% | +1,130.9% | +1,174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling