+167.9%
WAT vs TXT
+100.3%
+67.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | -1.8% | +0.8% | -2.6% | -2.1% |
| 30D | -1.7% | -10.4% | +8.7% | +2.4% |
| 3M | +9.1% | -14.3% | +23.4% | +15.1% |
| 6M | +32.4% | -15.1% | +47.5% | +40.0% |
| YTD | +6.6% | -8.3% | +14.9% | +9.0% |
| 1Y | +34.7% | -0.7% | +35.4% | +33.6% |
| 3Y | +53.6% | +6.0% | +47.6% | +47.8% |
| 5Y | -4.1% | +12.5% | -16.6% | -10.8% |
| 10Y | +167.9% | +103.2% | +64.7% | +99.7% |
| All | +167.9% | +100.3% | +67.6% | +99.7% |
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