+102.4%
WAT vs TENB
-3.6%
+106.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | +0.1% |
| 7D | -2.9% | -7.1% | +4.3% | -1.5% |
| 30D | -3.2% | -15.4% | +12.1% | -0.5% |
| 3M | +10.6% | +19.5% | -8.9% | +5.3% |
| 6M | +34.0% | +54.8% | -20.8% | +20.2% |
| YTD | +5.7% | +36.1% | -30.4% | -3.3% |
| 1Y | +37.1% | +7.0% | +30.1% | +31.6% |
| 3Y | +52.4% | -27.6% | +80.0% | +55.4% |
| 5Y | -4.4% | -30.5% | +26.0% | -5.8% |
| All | +102.4% | -3.6% | +106.0% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TENB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling