+36.6%
WAT vs TXT
-1.0%
+37.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.3% | -4.8% | +3.5% | +0.3% |
| 30D | +2.3% | -10.6% | +13.0% | +6.2% |
| 3M | +8.7% | -13.2% | +21.9% | +13.1% |
| 6M | +28.3% | -20.3% | +48.7% | +37.4% |
| YTD | +7.8% | -9.3% | +17.0% | +8.6% |
| 1Y | +36.6% | -2.7% | +39.3% | +28.4% |
| All | +36.6% | -1.0% | +37.6% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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