+106.3%
WAT vs TENB
+3.0%
+103.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.3% | -9.1% | +7.8% | +0.4% |
| 30D | +2.3% | -4.9% | +7.2% | +2.9% |
| 3M | +8.7% | +16.9% | -8.2% | +4.0% |
| 6M | +28.3% | +68.0% | -39.7% | +13.3% |
| YTD | +7.8% | +45.6% | -37.8% | -2.6% |
| 1Y | +36.6% | +12.7% | +23.9% | +29.9% |
| 3Y | +45.7% | -24.4% | +70.1% | +47.4% |
| 5Y | -3.3% | -26.7% | +23.4% | -5.6% |
| All | +106.3% | +3.0% | +103.2% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling