+12,471.5%
FIX vs WAT
+4,788.1%
+7,683.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +6.0% | -1.3% | +7.3% | +6.4% |
| 30D | -7.2% | +2.3% | -9.6% | -7.9% |
| 3M | -15.9% | +8.7% | -24.6% | -18.0% |
| 6M | +12.7% | +28.3% | -15.6% | +3.9% |
| YTD | +72.8% | +7.8% | +65.0% | +66.6% |
| 1Y | +122.9% | +36.6% | +86.3% | +100.1% |
| 3Y | +774.3% | +45.7% | +728.6% | +653.5% |
| 5Y | +2,049.5% | -3.3% | +2,052.8% | +1,957.4% |
| 10Y | +5,821.5% | +162.1% | +5,659.4% | +4,169.9% |
| All | +12,471.5% | +4,788.1% | +7,683.4% | +5,218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling