+12.0%
FANG vs WAT
+35.1%
-23.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.6% |
| 7D | -0.4% | -1.8% | +1.4% | -0.8% |
| 30D | +2.4% | -1.7% | +4.1% | +2.1% |
| 3M | +4.9% | +9.1% | -4.2% | +7.4% |
| 6M | +12.0% | +32.4% | -20.4% | +20.2% |
| All | +12.0% | +35.1% | -23.1% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling