-3.2%
WAT vs TXT
+10.4%
-13.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.3% | -4.8% | +3.5% | +1.1% |
| 30D | +2.3% | -10.6% | +13.0% | +8.0% |
| 3M | +8.7% | -13.2% | +21.9% | +15.7% |
| 6M | +28.3% | -20.3% | +48.7% | +42.3% |
| YTD | +7.8% | -9.3% | +17.0% | +11.1% |
| 1Y | +36.6% | -2.7% | +39.3% | +35.5% |
| 3Y | +45.7% | +1.4% | +44.3% | +38.8% |
| All | -3.2% | +10.4% | -13.6% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling