+66.7%
TEL vs WAT
+53.4%
+13.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +1.2% | -1.8% | +3.0% | +1.8% |
| 30D | -4.1% | -1.7% | -2.4% | -3.7% |
| 3M | -2.6% | +9.1% | -11.6% | -5.2% |
| 6M | 0.0% | +32.4% | -32.4% | -8.5% |
| YTD | -9.1% | +6.6% | -15.6% | -12.1% |
| 1Y | -0.8% | +34.7% | -35.5% | -11.3% |
| All | +66.7% | +53.4% | +13.3% | +42.6% |
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 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