+234.8%
WAT vs TXT
+115.3%
+119.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +3.3% |
| 7D | +6.0% | -3.5% | +9.6% | +7.5% |
| 30D | +9.9% | +15.2% | -5.3% | +3.9% |
| 3M | +17.2% | -4.5% | +21.6% | +18.6% |
| 6M | +34.2% | -6.1% | +40.3% | +36.1% |
| YTD | +25.5% | -2.0% | +27.5% | +24.7% |
| 1Y | +28.3% | +4.2% | +24.0% | +24.5% |
| 3Y | +88.4% | +14.4% | +74.0% | +75.5% |
| 5Y | +36.1% | +12.3% | +23.8% | +25.7% |
| 10Y | +234.8% | +101.8% | +133.0% | +151.4% |
| All | +234.8% | +115.3% | +119.5% | +151.4% |
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 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