+12,001.8%
WAT vs TXT
+565.6%
+11,436.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.5% |
| 7D | -1.1% | -2.5% | +1.4% | -0.5% |
| 30D | +5.0% | +14.4% | -9.4% | +0.8% |
| 3M | +14.5% | -4.9% | +19.4% | +15.6% |
| 6M | +30.9% | -10.2% | +41.1% | +33.9% |
| YTD | +20.5% | -4.1% | +24.6% | +20.7% |
| 1Y | +23.3% | +4.0% | +19.3% | +20.8% |
| 3Y | +81.5% | +8.0% | +73.5% | +75.7% |
| 5Y | +33.4% | +8.4% | +25.0% | +27.9% |
| 10Y | +231.5% | +116.6% | +114.9% | +150.1% |
| All | +12,001.8% | +565.6% | +11,436.2% | +6,478.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling