+804.9%
FITB vs WAT
+10,816.8%
-10,011.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | -4.7% | +2.3% | -7.1% | -5.4% |
| 3M | +6.7% | +8.7% | -2.1% | +3.9% |
| 6M | +12.6% | +28.3% | -15.8% | +4.0% |
| YTD | +19.1% | +7.8% | +11.3% | +15.2% |
| 1Y | +22.6% | +36.6% | -14.0% | +10.4% |
| 3Y | +127.1% | +45.7% | +81.4% | +96.4% |
| 5Y | +71.8% | -3.3% | +75.1% | +64.7% |
| 10Y | +287.2% | +162.1% | +125.1% | +183.6% |
| All | +804.9% | +10,816.8% | -10,011.9% | +250.0% |
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