+27.3%
WAT vs TRU
+2.1%
+25.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +1.1% |
| 7D | -1.9% | +10.5% | -12.5% | -3.3% |
| 30D | +6.2% | +28.7% | -22.4% | +2.1% |
| 3M | +18.1% | +0.7% | +17.4% | +18.1% |
| 6M | +54.9% | +19.3% | +35.6% | +49.3% |
| YTD | +23.1% | -3.7% | +26.9% | +23.4% |
| 1Y | +27.3% | +3.4% | +23.9% | +22.9% |
| All | +27.3% | +2.1% | +25.2% | +22.9% |
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