+122.7%
FE vs WAT
+230.7%
-108.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | +3.6% | +9.0% | -5.4% | +1.6% |
| 3M | +0.3% | +13.5% | -13.1% | -2.6% |
| 6M | +6.4% | +35.3% | -28.9% | -0.8% |
| YTD | +8.1% | +24.0% | -15.9% | +1.9% |
| 1Y | +4.6% | +22.0% | -17.4% | -1.1% |
| 3Y | +49.1% | +84.0% | -34.9% | +20.4% |
| 5Y | +46.1% | +34.4% | +11.8% | +27.2% |
| 10Y | +122.7% | +231.4% | -108.7% | +41.6% |
| All | +122.7% | +230.7% | -108.0% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling