+75.9%
WAT vs TXG
+16.0%
+59.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.3% | +1.8% | -3.1% | -1.6% |
| 30D | +2.3% | +32.0% | -29.7% | -3.4% |
| 3M | +8.7% | +87.0% | -78.3% | -4.8% |
| 6M | +28.3% | +180.1% | -151.7% | +3.3% |
| YTD | +7.8% | +284.1% | -276.3% | -18.8% |
| 1Y | +36.6% | +361.7% | -325.1% | -1.8% |
| 3Y | +45.7% | +15.9% | +29.8% | +24.9% |
| 5Y | -3.3% | -66.2% | +62.9% | -9.1% |
| All | +75.9% | +16.0% | +59.8% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling