+7,433.0%
FIX vs WAT
+5,309.9%
+2,123.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.1% | -8.5% | -10.7% |
| 7D | -27.2% | -5.6% | -21.6% | -25.9% |
| 30D | -46.9% | +3.8% | -50.7% | -47.5% |
| 3M | -44.4% | +13.3% | -57.7% | -46.5% |
| 6M | -50.9% | +32.2% | -83.1% | -55.0% |
| YTD | +3.5% | +19.3% | -15.7% | -3.2% |
| 1Y | -2.1% | +21.8% | -23.9% | -9.0% |
| 3Y | +418.7% | +73.9% | +344.8% | +324.9% |
| 5Y | +894.6% | +32.1% | +862.5% | +771.6% |
| 10Y | +3,465.5% | +228.2% | +3,237.3% | +2,327.1% |
| All | +7,433.0% | +5,309.9% | +2,123.1% | +2,991.3% |
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