-82.0%
TE vs WAT
+31.1%
-113.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.8% | -5.7% | -6.6% |
| 7D | -13.6% | +2.0% | -15.6% | -14.5% |
| 30D | -37.7% | +7.7% | -45.4% | -39.6% |
| 3M | -59.8% | +11.1% | -70.9% | -61.7% |
| 6M | -66.3% | +31.2% | -97.6% | -70.7% |
| YTD | -70.5% | +21.7% | -92.2% | -73.7% |
| 1Y | -48.8% | +19.3% | -68.1% | -53.9% |
| 3Y | +31.3% | +80.6% | -49.3% | -9.9% |
| 5Y | -82.0% | +29.5% | -111.6% | -85.6% |
| All | -82.0% | +31.1% | -113.1% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling