+2,105.4%
FIX vs WAT
-3.2%
+2,108.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +6.0% | -1.3% | +7.3% | +6.5% |
| 30D | -7.2% | +2.3% | -9.6% | -8.1% |
| 3M | -15.9% | +8.7% | -24.6% | -18.5% |
| 6M | +12.7% | +28.3% | -15.6% | +2.0% |
| YTD | +72.8% | +7.8% | +65.0% | +65.1% |
| 1Y | +122.9% | +36.6% | +86.3% | +94.2% |
| 3Y | +774.3% | +45.7% | +728.6% | +613.7% |
| All | +2,105.4% | -3.2% | +2,108.7% | +1,885.7% |
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 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