+35.0%
WAT vs TXG
+453.6%
-418.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.7% | +1.0% |
| 7D | -0.3% | +9.5% | -9.7% | -2.2% |
| 30D | -1.9% | +18.8% | -20.6% | -5.5% |
| 3M | +13.5% | +136.1% | -122.6% | -6.5% |
| 6M | +37.2% | +235.2% | -198.0% | +4.2% |
| YTD | +7.5% | +320.5% | -313.0% | -22.0% |
| 1Y | +35.0% | +425.2% | -390.2% | -6.3% |
| All | +35.0% | +453.6% | -418.6% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling