+76.8%
WAT vs TLN
+630.2%
-553.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | +0.6% |
| 7D | -1.1% | -1.3% | +0.2% | -1.1% |
| 30D | +5.0% | -10.5% | +15.4% | +5.4% |
| 3M | +14.5% | +0.1% | +14.4% | +14.3% |
| 6M | +30.9% | -17.4% | +48.3% | +31.5% |
| YTD | +20.5% | -9.7% | +30.1% | +20.3% |
| 1Y | +23.3% | -12.3% | +35.5% | +23.2% |
| 3Y | +81.5% | +528.3% | -446.8% | +57.1% |
| All | +76.8% | +630.2% | -553.4% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling