Waltium

Search Waltium portfolio semantics

Matches a case-insensitive literal substring across each deployed canonical schema/risk-reference chunk’s document name, status, title, heading and content. No word splitting, stemming, synonyms or ranking. Returns the first 1800 characters and exact IDs in reference-ID order, plus truncated when more matches exist. Narrow the literal query or query the portfolio_reference relation for complete enumeration; read exact chunks for full content. Current and proposed behavior remain distinct.

Read a Waltium portfolio reference chunk

Returns one exact canonical documentation chunk identified by a reference search result, including source document, heading path, line range, source status, and hash.

Inspect Waltium portfolio database

Returns customer-safe relational portfolio views with complete column lists, data types, and deployed descriptions. Optional search matches relation or column names and descriptions while preserving the full definition of each matching relation.

Query Waltium portfolio database

Executes one bounded, read-only PostgreSQL SELECT against customer-scoped portfolio views. Supports joins, CTEs, grouping, window functions, and calculations; database scope enforcement determines which relations are readable.

Calculate allocation versus target

Calculates Waltium optimizer allocation drift at one explicitly selected taxonomy level. Returns the complete-household and ex-super-illiquid denominators, current and target weights, tolerance, and drift classification. It does not choose a ranking or answer format.

Calculate held-portfolio performance and risk

Calculates Waltium's published certificate-bound, historically held TWR and its realized return statistics for an explicit date range and explicit super-illiquid inclusion choice. Optional account and taxonomy filters define the calculation scope; the tool does not rank or interpret results.

Calculate security price risk

Calculates weekly price-return statistics for explicitly supplied customer-visible security IDs and an explicit date range. Returns annualized return, realized volatility, Sharpe, and maximum drawdown without ranking, portfolio selection, or minimum-history policy. Realized price risk does not use or require a factor model.