+14.4%
FIX vs WAT
+32.9%
-18.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.7% | -16.8% | -15.4% |
| 7D | -18.9% | -1.9% | -17.0% | -18.6% |
| 30D | -36.3% | +6.2% | -42.5% | -36.9% |
| 3M | -38.5% | +18.1% | -56.6% | -40.4% |
| 6M | -42.3% | +54.9% | -97.2% | -47.9% |
| YTD | +17.1% | +23.1% | -6.0% | +6.4% |
| 1Y | +14.4% | +27.3% | -12.9% | +1.4% |
| All | +14.4% | +32.9% | -18.6% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling