+131.1%
FITB vs WAT
+49.0%
+82.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +2.8% | -0.7% | +3.6% | +3.0% |
| 30D | -4.5% | -1.0% | -3.5% | -4.3% |
| 3M | +5.7% | +10.9% | -5.2% | +2.3% |
| 6M | +17.1% | +33.2% | -16.1% | +6.5% |
| YTD | +18.3% | +6.1% | +12.3% | +14.9% |
| 1Y | +23.9% | +30.2% | -6.3% | +12.6% |
| 3Y | +131.1% | +52.9% | +78.2% | +83.5% |
| All | +131.1% | +49.0% | +82.1% | +83.5% |
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