+36.6%
WAT vs TRU
-7.3%
+43.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | +0.1% |
| 7D | -1.3% | -6.8% | +5.5% | -0.1% |
| 30D | +2.3% | 0.0% | +2.3% | +2.2% |
| 3M | +8.7% | +13.3% | -4.6% | +5.9% |
| 6M | +28.3% | +3.4% | +24.9% | +26.2% |
| YTD | +7.8% | -6.4% | +14.2% | +8.1% |
| 1Y | +36.6% | -9.7% | +46.3% | +36.0% |
| All | +36.6% | -7.3% | +43.9% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling