-53.2%
TE vs WAT
+77.8%
-131.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -4.0% | -1.3% | -2.7% | -3.5% |
| 30D | -15.9% | +2.3% | -18.2% | -16.5% |
| 3M | -60.5% | +8.7% | -69.3% | -61.7% |
| 6M | -35.2% | +28.3% | -63.5% | -41.4% |
| YTD | -31.1% | +7.8% | -38.9% | -33.7% |
| 1Y | +148.6% | +36.6% | +112.0% | +118.0% |
| 3Y | -26.4% | +45.7% | -72.1% | -37.0% |
| 5Y | -48.0% | -3.3% | -44.7% | -54.3% |
| All | -53.2% | +77.8% | -131.0% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling