+506.7%
FIX vs WAT
+85.3%
+421.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.2% | +5.2% | +8.1% |
| 7D | -7.2% | +6.0% | -13.3% | -8.8% |
| 30D | -35.1% | +9.9% | -45.0% | -36.8% |
| 3M | -34.3% | +17.2% | -51.4% | -37.3% |
| 6M | -42.9% | +34.2% | -77.2% | -48.0% |
| YTD | +19.5% | +25.5% | -6.1% | +9.6% |
| 1Y | +16.8% | +28.3% | -11.5% | +6.5% |
| 3Y | +506.7% | +88.4% | +418.3% | +374.9% |
| All | +506.7% | +85.3% | +421.4% | +374.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling