+81.0%
TEL vs WAT
+82.3%
-1.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +4.5% | +0.6% | +3.9% | +4.3% |
| 30D | +2.9% | +5.4% | -2.5% | +1.4% |
| 3M | +1.1% | +11.3% | -10.2% | -2.2% |
| 6M | +5.0% | +37.4% | -32.4% | -4.9% |
| YTD | -3.9% | +21.2% | -25.0% | -10.7% |
| 1Y | -7.4% | +21.3% | -28.8% | -14.1% |
| 3Y | +81.0% | +83.4% | -2.4% | +45.4% |
| All | +81.0% | +82.3% | -1.4% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling