+1,092.2%
FIX vs WAT
+33.2%
+1,059.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.4% |
| 7D | +6.4% | +0.7% | +5.7% | +6.4% |
| 30D | -29.1% | +9.0% | -38.1% | -31.0% |
| 3M | -31.1% | +13.5% | -44.6% | -34.1% |
| 6M | -42.8% | +35.3% | -78.1% | -48.9% |
| YTD | +24.6% | +24.0% | +0.7% | +13.4% |
| 1Y | +21.9% | +22.0% | 0.0% | +11.7% |
| 3Y | +524.9% | +84.0% | +440.9% | +364.6% |
| 5Y | +1,092.2% | +34.4% | +1,057.9% | +899.4% |
| All | +1,092.2% | +33.2% | +1,059.0% | +899.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling