+1,561.5%
WAT vs TDY
+7,071.3%
-5,509.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | -1.0% | -12.5% | +11.5% | +2.5% |
| 3M | +10.9% | -1.2% | +12.1% | +11.1% |
| 6M | +33.2% | -6.6% | +39.7% | +35.3% |
| YTD | +6.1% | +18.5% | -12.4% | +1.0% |
| 1Y | +30.2% | +10.8% | +19.5% | +26.0% |
| 3Y | +52.9% | +47.5% | +5.4% | +37.0% |
| 5Y | -5.1% | +35.8% | -40.9% | -13.5% |
| 10Y | +152.6% | +459.0% | -306.3% | +61.9% |
| All | +1,561.5% | +7,071.3% | -5,509.8% | +666.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling