+161.8%
WAT vs TRI
+191.2%
-29.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -2.9% | -14.4% | +11.5% | +1.6% |
| 30D | -3.2% | -8.1% | +4.9% | -1.1% |
| 3M | +10.6% | +17.5% | -6.9% | +3.4% |
| 6M | +34.0% | -5.0% | +39.0% | +33.5% |
| YTD | +5.7% | -24.7% | +30.4% | +14.2% |
| 1Y | +37.1% | -41.5% | +78.6% | +63.8% |
| 3Y | +52.4% | -20.3% | +72.7% | +51.4% |
| 5Y | -4.4% | -10.9% | +6.5% | -11.6% |
| All | +161.8% | +191.2% | -29.5% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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