+214.4%
WAT vs TRU
+238.0%
-23.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | +1.1% |
| 7D | -1.3% | -6.8% | +5.5% | +1.1% |
| 30D | +2.3% | 0.0% | +2.3% | +2.1% |
| 3M | +8.7% | +13.3% | -4.6% | +3.2% |
| 6M | +28.3% | +3.4% | +24.9% | +25.2% |
| YTD | +7.8% | -6.4% | +14.2% | +7.9% |
| 1Y | +36.6% | -9.7% | +46.3% | +37.7% |
| 3Y | +45.7% | +0.1% | +45.5% | +35.1% |
| 5Y | -3.3% | -34.0% | +30.7% | +2.4% |
| 10Y | +162.1% | +147.9% | +14.2% | +76.1% |
| All | +214.4% | +238.0% | -23.6% | +96.7% |
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