+285.6%
FITB vs WAT
+156.2%
+129.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -0.4% | -1.8% | +1.4% | +0.4% |
| 30D | -5.1% | -1.7% | -3.5% | -4.6% |
| 3M | +3.5% | +9.1% | -5.5% | -0.8% |
| 6M | +17.2% | +32.4% | -15.2% | +1.5% |
| YTD | +17.6% | +6.6% | +11.1% | +11.9% |
| 1Y | +23.4% | +34.7% | -11.3% | +4.2% |
| 3Y | +129.7% | +53.6% | +76.2% | +69.6% |
| 5Y | +68.4% | -4.1% | +72.5% | +56.9% |
| 10Y | +285.6% | +167.9% | +117.8% | +103.1% |
| All | +285.6% | +156.2% | +129.4% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling