+253.4%
WAT vs TRU
+243.6%
+9.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +5.4% | +21.3% | -15.9% | -2.0% |
| 3M | +11.3% | +0.2% | +11.1% | +10.1% |
| 6M | +37.4% | +22.4% | +15.0% | +25.4% |
| YTD | +21.2% | -4.8% | +26.0% | +19.5% |
| 1Y | +21.3% | -0.2% | +21.5% | +17.5% |
| 3Y | +83.4% | +57.9% | +25.5% | +44.1% |
| 5Y | +29.0% | -26.1% | +55.1% | +29.8% |
| 10Y | +223.9% | +184.8% | +39.1% | +106.7% |
| All | +253.4% | +243.6% | +9.9% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling