+52.9%
WAT vs TRU
-1.9%
+54.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.8% |
| 7D | -0.7% | -7.2% | +6.5% | +1.4% |
| 30D | -1.0% | -2.8% | +1.8% | -0.3% |
| 3M | +10.9% | +13.0% | -2.1% | +6.1% |
| 6M | +33.2% | +0.7% | +32.5% | +31.5% |
| YTD | +6.1% | -9.0% | +15.1% | +7.4% |
| 1Y | +30.2% | -16.3% | +46.5% | +35.1% |
| 3Y | +52.9% | -1.1% | +53.9% | +48.6% |
| All | +52.9% | -1.9% | +54.7% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling