+1,598.5%
TSM vs WAT
+228.2%
+1,370.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | -2.1% | +3.4% | -5.5% | -3.1% |
| 30D | -12.5% | +9.6% | -22.2% | -15.3% |
| 3M | -5.0% | +15.5% | -20.5% | -9.8% |
| 6M | -3.2% | +33.9% | -37.1% | -13.3% |
| YTD | +31.5% | +25.2% | +6.3% | +19.2% |
| 1Y | +35.7% | +26.3% | +9.4% | +22.4% |
| 3Y | +323.5% | +85.8% | +237.7% | +212.8% |
| 5Y | +263.4% | +35.3% | +228.1% | +199.2% |
| 10Y | +1,598.5% | +231.8% | +1,366.7% | +853.9% |
| All | +1,598.5% | +228.2% | +1,370.3% | +853.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling