+109.8%
FE vs WAT
+218.9%
-109.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | +5.2% | +5.0% | +0.2% | +4.0% |
| 3M | 0.0% | +14.5% | -14.5% | -3.1% |
| 6M | +5.0% | +30.9% | -25.9% | -1.4% |
| YTD | +7.9% | +20.5% | -12.6% | +2.3% |
| 1Y | +6.3% | +23.3% | -17.0% | +0.1% |
| 3Y | +46.0% | +81.5% | -35.5% | +18.1% |
| 5Y | +45.6% | +33.4% | +12.3% | +26.6% |
| All | +109.8% | +218.9% | -109.1% | +34.8% |
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