+5,816.6%
TXN vs WAT
+10,816.8%
-5,000.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | -0.1% | -1.3% | +1.2% | +0.3% |
| 30D | -6.9% | +2.3% | -9.3% | -7.6% |
| 3M | -14.9% | +8.7% | -23.7% | -17.1% |
| 6M | +29.0% | +28.3% | +0.7% | +18.2% |
| YTD | +51.5% | +7.8% | +43.7% | +45.6% |
| 1Y | +41.6% | +36.6% | +5.0% | +26.1% |
| 3Y | +65.8% | +45.7% | +20.1% | +41.7% |
| 5Y | +56.8% | -3.3% | +60.1% | +49.3% |
| 10Y | +387.5% | +162.1% | +225.4% | +243.2% |
| All | +5,816.6% | +10,816.8% | -5,000.2% | +2,028.4% |
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