+132.9%
WAT vs TENB
+23.5%
+109.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.5% | -1.0% |
| 7D | +2.0% | -7.0% | +9.1% | +3.3% |
| 30D | +7.7% | -0.6% | +8.3% | +7.5% |
| 3M | +11.1% | +10.9% | +0.1% | +7.7% |
| 6M | +31.2% | +95.4% | -64.2% | +12.3% |
| YTD | +21.7% | +74.5% | -52.8% | +5.4% |
| 1Y | +19.3% | +49.2% | -29.9% | +6.7% |
| 3Y | +80.6% | +9.7% | +70.9% | +69.5% |
| 5Y | +29.5% | -24.6% | +54.1% | +25.0% |
| All | +132.9% | +23.5% | +109.4% | +77.8% |
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