-4.1%
WAT vs TRU
-36.4%
+32.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | -1.8% | -6.5% | +4.7% | +0.4% |
| 30D | -1.7% | -2.5% | +0.8% | -1.0% |
| 3M | +9.1% | +10.4% | -1.3% | +4.6% |
| 6M | +32.4% | +1.6% | +30.8% | +30.1% |
| YTD | +6.6% | -9.7% | +16.3% | +8.1% |
| 1Y | +34.7% | -17.3% | +52.0% | +40.4% |
| 3Y | +53.6% | -1.8% | +55.4% | +44.2% |
| 5Y | -4.1% | -36.2% | +32.1% | +10.4% |
| All | -4.1% | -36.4% | +32.3% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling