+50.0%
FANG vs WAT
+54.7%
-4.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | +2.9% | -0.3% | +3.1% | +2.9% |
| 30D | +2.6% | -1.9% | +4.5% | +2.8% |
| 3M | +7.6% | +13.5% | -5.9% | +5.7% |
| 6M | +17.3% | +37.2% | -19.9% | +11.2% |
| YTD | +38.7% | +7.5% | +31.2% | +37.4% |
| 1Y | +51.6% | +35.0% | +16.6% | +42.3% |
| 3Y | +50.0% | +55.1% | -5.1% | +42.1% |
| All | +50.0% | +54.7% | -4.8% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling