+1,801.9%
WAT vs TRI
+584.3%
+1,217.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +0.6% | -2.9% | +3.5% | +1.5% |
| 30D | +5.4% | +3.7% | +1.7% | +3.0% |
| 3M | +11.3% | +3.7% | +7.6% | +8.0% |
| 6M | +37.4% | +35.1% | +2.3% | +17.9% |
| YTD | +21.2% | -14.0% | +35.2% | +21.6% |
| 1Y | +21.3% | -19.0% | +40.3% | +24.7% |
| 3Y | +83.4% | -12.0% | +95.4% | +76.5% |
| 5Y | +29.0% | +0.6% | +28.3% | +16.3% |
| 10Y | +223.9% | +225.4% | -1.5% | +75.0% |
| All | +1,801.9% | +584.3% | +1,217.6% | +649.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling