+24.2%
FIX vs WAT
+20.2%
+4.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +9.4% | +0.6% | +8.9% | +9.3% |
| 30D | -27.8% | +5.4% | -33.2% | -28.2% |
| 3M | -35.6% | +11.3% | -46.9% | -36.6% |
| 6M | -45.2% | +37.4% | -82.6% | -48.4% |
| YTD | +19.5% | +21.2% | -1.7% | +9.1% |
| 1Y | +24.2% | +21.3% | +2.9% | +13.3% |
| All | +24.2% | +20.2% | +4.0% | +13.3% |
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