-43.8%
TE vs WAT
-5.3%
-38.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.6% | +11.6% | +10.8% |
| 7D | +18.2% | -0.7% | +18.9% | +18.5% |
| 30D | -13.5% | -1.0% | -12.5% | -13.1% |
| 3M | -44.6% | +10.9% | -55.5% | -47.6% |
| 6M | -24.7% | +33.2% | -57.9% | -35.6% |
| YTD | -24.3% | +6.1% | -30.3% | -27.6% |
| 1Y | +155.6% | +30.2% | +125.3% | +117.5% |
| 3Y | -18.3% | +52.9% | -71.1% | -37.8% |
| All | -43.8% | -5.3% | -38.4% | -53.2% |
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