+35.3%
WAT vs TENB
+97.0%
-61.7%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.1% |
| 7D | +0.7% | -9.3% | +10.0% | +1.4% |
| 30D | +9.0% | +5.3% | +3.7% | +8.8% |
| 3M | +13.5% | +13.5% | 0.0% | +12.8% |
| 6M | +35.3% | +101.5% | -66.2% | +24.5% |
| All | +35.3% | +97.0% | -61.7% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling