+29.5%
WAT vs TRU
-25.2%
+54.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +2.0% | -2.2% | +4.2% | +2.7% |
| 30D | +7.7% | +20.2% | -12.5% | +1.0% |
| 3M | +11.1% | +2.2% | +8.8% | +9.3% |
| 6M | +31.2% | +17.6% | +13.6% | +22.2% |
| YTD | +21.7% | -5.0% | +26.6% | +20.5% |
| 1Y | +19.3% | -1.0% | +20.3% | +16.3% |
| 3Y | +80.6% | +56.5% | +24.1% | +43.4% |
| 5Y | +29.5% | -26.2% | +55.8% | +35.0% |
| All | +29.5% | -25.2% | +54.7% | +35.0% |
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 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