+2,080.5%
TMO vs WAT
+10,694.9%
-8,614.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | -0.5% | -1.8% | +1.3% | +0.2% |
| 30D | +1.0% | -1.7% | +2.7% | +1.6% |
| 3M | +22.7% | +9.1% | +13.6% | +19.0% |
| 6M | +19.0% | +32.4% | -13.4% | +7.5% |
| YTD | +4.7% | +6.6% | -1.8% | +1.5% |
| 1Y | +26.0% | +34.7% | -8.7% | +12.5% |
| 3Y | +18.0% | +53.6% | -35.6% | -0.7% |
| 5Y | +8.0% | -4.1% | +12.1% | +6.0% |
| 10Y | +333.8% | +167.9% | +165.9% | +201.8% |
| All | +2,080.5% | +10,694.9% | -8,614.4% | +633.3% |
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