+1,443.7%
FANG vs WAT
+395.9%
+1,047.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.6% |
| 7D | +1.2% | -2.9% | +4.1% | +2.2% |
| 30D | +2.4% | -3.2% | +5.6% | +3.4% |
| 3M | +5.1% | +10.6% | -5.5% | +0.8% |
| 6M | +16.4% | +34.0% | -17.6% | +2.3% |
| YTD | +39.0% | +5.7% | +33.2% | +32.6% |
| 1Y | +50.6% | +37.1% | +13.6% | +28.7% |
| 3Y | +46.9% | +52.4% | -5.5% | +13.2% |
| 5Y | +238.2% | -4.4% | +242.7% | +214.2% |
| 10Y | +181.3% | +165.8% | +15.5% | +44.0% |
| All | +1,443.7% | +395.9% | +1,047.8% | +470.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling