+51.8%
TEL vs WAT
-4.9%
+56.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +1.2% | -1.8% | +3.0% | +1.9% |
| 30D | -4.1% | -1.7% | -2.4% | -3.6% |
| 3M | -2.6% | +9.1% | -11.6% | -5.8% |
| 6M | 0.0% | +32.4% | -32.4% | -10.4% |
| YTD | -9.1% | +6.6% | -15.6% | -12.6% |
| 1Y | -0.8% | +34.7% | -35.5% | -13.3% |
| 3Y | +67.4% | +53.6% | +13.8% | +31.9% |
| 5Y | +51.8% | -4.1% | +55.8% | +39.8% |
| All | +51.8% | -4.9% | +56.6% | +39.8% |
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