+166.1%
WAT vs TDY
+479.2%
-313.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.1% |
| 7D | -0.3% | -1.1% | +0.9% | +0.2% |
| 30D | -1.9% | -12.0% | +10.2% | +3.6% |
| 3M | +13.5% | -3.2% | +16.7% | +14.8% |
| 6M | +37.2% | -7.9% | +45.1% | +41.4% |
| YTD | +7.5% | +18.2% | -10.7% | -1.2% |
| 1Y | +35.0% | +6.7% | +28.4% | +29.5% |
| 3Y | +55.1% | +47.5% | +7.5% | +28.1% |
| 5Y | -2.8% | +39.5% | -42.3% | -18.7% |
| All | +166.1% | +479.2% | -313.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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