+97.7%
WAT vs TXG
+7.8%
+90.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +0.6% | -1.8% | +2.4% | +0.9% |
| 30D | +5.4% | -20.4% | +25.8% | +9.5% |
| 3M | +11.3% | +0.1% | +11.2% | +9.6% |
| 6M | +37.4% | +176.2% | -138.8% | +9.9% |
| YTD | +21.2% | +256.8% | -235.6% | -8.6% |
| 1Y | +21.3% | +255.9% | -234.6% | -8.8% |
| 3Y | +83.4% | +60.2% | +23.2% | +47.7% |
| 5Y | +29.0% | -65.1% | +94.1% | +20.0% |
| All | +97.7% | +7.8% | +90.0% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling