+712.7%
TEL vs WAT
+654.4%
+58.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +1.1% | +11.3% | -10.2% | -4.3% |
| 6M | +5.0% | +37.4% | -32.4% | -10.7% |
| YTD | -3.9% | +21.2% | -25.0% | -14.7% |
| 1Y | -7.4% | +21.3% | -28.8% | -18.0% |
| 3Y | +81.0% | +83.4% | -2.4% | +22.4% |
| 5Y | +42.3% | +29.0% | +13.3% | +12.6% |
| 10Y | +284.8% | +223.9% | +60.9% | +74.7% |
| All | +712.7% | +654.4% | +58.3% | +93.6% |
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 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