-53.1%
TE vs WAT
+77.4%
-130.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -5.9% | -1.9% | -4.0% | -5.2% |
| 3M | -45.6% | +13.5% | -59.1% | -48.2% |
| 6M | -43.4% | +37.2% | -80.6% | -50.0% |
| YTD | -31.0% | +7.5% | -38.5% | -33.6% |
| 1Y | +145.2% | +35.0% | +110.2% | +115.7% |
| 3Y | -24.1% | +55.1% | -79.1% | -36.0% |
| 5Y | -48.1% | -2.8% | -45.3% | -54.4% |
| All | -53.1% | +77.4% | -130.4% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling