+949.7%
WAT vs TMF
-68.9%
+1,018.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -1.3% | -1.4% | +0.2% | -1.4% |
| 30D | +2.3% | -2.8% | +5.2% | +2.1% |
| 3M | +8.7% | -10.9% | +19.6% | +7.6% |
| 6M | +28.3% | -21.3% | +49.6% | +25.3% |
| YTD | +7.8% | -15.9% | +23.7% | +6.0% |
| 1Y | +36.6% | -15.7% | +52.3% | +34.5% |
| 3Y | +45.7% | -43.4% | +89.0% | +38.8% |
| 5Y | -3.3% | -87.8% | +84.4% | -25.2% |
| 10Y | +162.1% | -86.7% | +248.8% | +122.2% |
| All | +949.7% | -68.9% | +1,018.5% | +1,051.3% |
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