+254.9%
WAT vs TRU
+243.2%
+11.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +2.0% | -2.2% | +4.2% | +2.8% |
| 30D | +7.7% | +20.2% | -12.5% | +0.5% |
| 3M | +11.1% | +2.2% | +8.8% | +9.0% |
| 6M | +31.2% | +17.6% | +13.6% | +21.5% |
| YTD | +21.7% | -5.0% | +26.6% | +20.1% |
| 1Y | +19.3% | -1.0% | +20.3% | +15.9% |
| 3Y | +80.6% | +56.5% | +24.1% | +42.4% |
| 5Y | +29.5% | -26.2% | +55.8% | +30.4% |
| 10Y | +225.3% | +184.5% | +40.8% | +107.7% |
| All | +254.9% | +243.2% | +11.8% | +118.9% |
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