+10,726.6%
WAT vs TXT
+529.8%
+10,196.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.3% | -4.8% | +3.5% | +0.1% |
| 30D | +2.3% | -10.6% | +13.0% | +5.5% |
| 3M | +8.7% | -13.2% | +21.9% | +12.8% |
| 6M | +28.3% | -20.3% | +48.7% | +36.2% |
| YTD | +7.8% | -9.3% | +17.0% | +10.1% |
| 1Y | +36.6% | -2.7% | +39.3% | +36.8% |
| 3Y | +45.7% | +1.4% | +44.3% | +43.9% |
| 5Y | -3.3% | +9.6% | -12.9% | -7.2% |
| 10Y | +162.1% | +94.9% | +67.2% | +103.9% |
| All | +10,726.6% | +529.8% | +10,196.8% | +5,897.0% |
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