+3,553.2%
FIX vs WAT
+222.4%
+3,330.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +9.4% | +0.6% | +8.9% | +9.3% |
| 30D | -27.8% | +5.4% | -33.2% | -29.2% |
| 3M | -35.6% | +11.3% | -46.9% | -38.6% |
| 6M | -45.2% | +37.4% | -82.6% | -52.7% |
| YTD | +19.5% | +21.2% | -1.7% | +7.1% |
| 1Y | +24.2% | +21.3% | +2.9% | +11.3% |
| 3Y | +494.2% | +83.4% | +410.8% | +311.1% |
| 5Y | +1,036.1% | +29.0% | +1,007.2% | +817.5% |
| All | +3,553.2% | +222.4% | +3,330.8% | +1,622.8% |
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