+796.3%
FITB vs WAT
+12,225.3%
-11,429.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | +0.8% | +2.0% | -1.2% | +0.3% |
| 30D | +7.3% | +7.7% | -0.4% | +5.0% |
| 3M | -6.3% | +11.1% | -17.4% | -9.3% |
| 6M | +12.6% | +31.2% | -18.7% | +3.6% |
| YTD | +18.0% | +21.7% | -3.7% | +10.0% |
| 1Y | +28.9% | +19.3% | +9.6% | +20.9% |
| 3Y | +139.4% | +80.6% | +58.8% | +94.6% |
| 5Y | +47.2% | +29.5% | +17.7% | +30.1% |
| 10Y | +213.0% | +225.3% | -12.3% | +116.7% |
| All | +796.3% | +12,225.3% | -11,429.1% | +234.2% |
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 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