+166.1%
WAT vs TRU
+147.2%
+19.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | -0.3% | -2.7% | +2.5% | +0.7% |
| 30D | -1.9% | -2.0% | +0.2% | -1.3% |
| 3M | +13.5% | +18.4% | -4.9% | +5.8% |
| 6M | +37.2% | +8.9% | +28.4% | +31.3% |
| YTD | +7.5% | -8.9% | +16.4% | +8.7% |
| 1Y | +35.0% | -15.9% | +50.9% | +39.8% |
| 3Y | +55.1% | -1.1% | +56.2% | +44.0% |
| 5Y | -2.8% | -35.2% | +32.4% | +4.1% |
| All | +166.1% | +147.2% | +19.0% | +88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling