-8.6%
TEL vs WAT
+32.9%
-41.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -0.5% | -1.9% | +1.5% | +0.1% |
| 30D | +0.6% | +6.2% | -5.7% | -0.9% |
| 3M | +2.0% | +18.1% | -16.1% | -2.5% |
| 6M | +8.1% | +54.9% | -46.8% | -3.3% |
| YTD | -2.2% | +23.1% | -25.3% | -12.6% |
| 1Y | -8.6% | +27.3% | -35.9% | -19.6% |
| All | -8.6% | +32.9% | -41.5% | -19.6% |
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