+948.1%
FIX vs WAT
+32.4%
+915.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.1% |
| 7D | -17.5% | -1.1% | -16.3% | -17.1% |
| 30D | -41.6% | +5.0% | -46.5% | -42.4% |
| 3M | -40.6% | +14.5% | -55.1% | -43.4% |
| 6M | -49.4% | +30.9% | -80.3% | -54.3% |
| YTD | +9.2% | +20.5% | -11.3% | +0.3% |
| 1Y | +6.5% | +23.3% | -16.8% | -3.0% |
| 3Y | +448.7% | +81.5% | +367.2% | +309.1% |
| All | +948.1% | +32.4% | +915.7% | +785.9% |
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 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