-25.8%
TE vs WAT
+32.9%
-58.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.2% |
| 7D | +3.8% | -1.9% | +5.7% | +4.6% |
| 30D | -26.2% | +6.2% | -32.5% | -27.4% |
| 3M | -49.7% | +18.1% | -67.8% | -52.2% |
| 6M | -46.5% | +54.9% | -101.4% | -53.5% |
| YTD | -59.1% | +23.1% | -82.2% | -60.8% |
| 1Y | -25.8% | +27.3% | -53.1% | -32.4% |
| All | -25.8% | +32.9% | -58.8% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling