+6,034.5%
FIX vs WAT
+156.2%
+5,878.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | +3.5% | -1.8% | +5.3% | +4.3% |
| 30D | -3.5% | -1.7% | -1.8% | -2.9% |
| 3M | -11.8% | +9.1% | -20.8% | -15.3% |
| 6M | +17.8% | +32.4% | -14.6% | +2.6% |
| YTD | +73.3% | +6.6% | +66.7% | +64.5% |
| 1Y | +128.1% | +34.7% | +93.4% | +93.9% |
| 3Y | +772.7% | +53.6% | +719.1% | +558.5% |
| 5Y | +2,166.4% | -4.1% | +2,170.5% | +2,024.0% |
| 10Y | +6,034.5% | +167.9% | +5,866.6% | +3,455.2% |
| All | +6,034.5% | +156.2% | +5,878.2% | +3,455.2% |
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 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