+14.5%
FIX vs WAT
+27.0%
-12.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.2% | +5.2% | +8.3% |
| 7D | -7.2% | +6.0% | -13.3% | -8.4% |
| 30D | -35.1% | +9.9% | -45.0% | -36.1% |
| 3M | -34.3% | +17.2% | -51.4% | -36.2% |
| 6M | -42.9% | +34.2% | -77.2% | -46.2% |
| YTD | +19.5% | +25.5% | -6.1% | +8.1% |
| All | +14.5% | +27.0% | -12.5% | +3.7% |
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