-4.1%
WAT vs TRI
-10.1%
+6.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.8% |
| 7D | -1.8% | -8.4% | +6.6% | -0.1% |
| 30D | -1.7% | -6.5% | +4.8% | -0.6% |
| 3M | +9.1% | +18.6% | -9.5% | +4.0% |
| 6M | +32.4% | -10.4% | +42.9% | +34.8% |
| YTD | +6.6% | -23.7% | +30.3% | +15.0% |
| 1Y | +34.7% | -42.5% | +77.2% | +61.5% |
| 3Y | +53.6% | -19.3% | +72.9% | +45.0% |
| 5Y | -4.1% | -9.7% | +5.6% | -20.2% |
| All | -4.1% | -10.1% | +6.0% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling