+46.1%
FE vs WAT
+31.1%
+15.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | +0.1% |
| 7D | -0.3% | +2.0% | -2.3% | -0.5% |
| 30D | +3.9% | +7.7% | -3.8% | +3.0% |
| 3M | -0.1% | +11.1% | -11.2% | -1.3% |
| 6M | +6.1% | +31.2% | -25.1% | +2.7% |
| YTD | +8.1% | +21.7% | -13.6% | +5.4% |
| 1Y | +4.4% | +19.3% | -14.9% | +2.1% |
| 3Y | +49.0% | +80.6% | -31.6% | +31.9% |
| 5Y | +46.1% | +29.5% | +16.6% | +38.4% |
| All | +46.1% | +31.1% | +15.1% | +38.4% |
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