+144.9%
TE vs WAT
+34.9%
+110.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.5% |
| 7D | +0.9% | -2.9% | +3.8% | +1.7% |
| 30D | -16.3% | -3.2% | -13.1% | -15.4% |
| 3M | -40.8% | +10.6% | -51.3% | -42.3% |
| 6M | -42.6% | +34.0% | -76.7% | -47.0% |
| YTD | -31.4% | +5.7% | -37.2% | -32.2% |
| 1Y | +144.9% | +37.1% | +107.9% | +152.6% |
| All | +144.9% | +34.9% | +110.1% | +152.6% |
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