+228.3%
WAT vs TXT
+89.4%
+138.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | +5.4% | +13.3% | -7.9% | +0.2% |
| 3M | +11.3% | -5.0% | +16.3% | +12.9% |
| 6M | +37.4% | -8.4% | +45.8% | +40.7% |
| YTD | +21.2% | -4.0% | +25.1% | +21.3% |
| 1Y | +21.3% | +2.8% | +18.5% | +18.3% |
| 3Y | +83.4% | +10.3% | +73.1% | +73.1% |
| 5Y | +29.0% | +9.2% | +19.8% | +20.3% |
| All | +228.3% | +89.4% | +138.9% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling