-0.4%
WAT vs TDY
+37.4%
-37.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.9% | -1.9% | -1.0% | -2.0% |
| 30D | -3.2% | -12.5% | +9.3% | +3.3% |
| 3M | +10.6% | -0.8% | +11.4% | +10.6% |
| 6M | +34.0% | -9.0% | +43.0% | +39.6% |
| YTD | +5.7% | +16.8% | -11.1% | -4.2% |
| 1Y | +37.1% | +9.5% | +27.6% | +28.1% |
| 3Y | +52.4% | +45.4% | +7.0% | +20.2% |
| All | -0.4% | +37.4% | -37.7% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling