+576.2%
FE vs WAT
+3,918.5%
-3,342.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +1.9% | -1.3% | +3.2% | +2.1% |
| 30D | -1.2% | +2.3% | -3.5% | -1.5% |
| 3M | +3.5% | +8.7% | -5.2% | +2.2% |
| 6M | -6.1% | +28.3% | -34.4% | -9.7% |
| YTD | +7.6% | +7.8% | -0.2% | +5.6% |
| 1Y | +11.9% | +36.6% | -24.7% | +6.1% |
| 3Y | +48.4% | +45.7% | +2.8% | +37.1% |
| 5Y | +44.8% | -3.3% | +48.1% | +40.3% |
| 10Y | +115.9% | +162.1% | -46.2% | +81.4% |
| All | +576.2% | +3,918.5% | -3,342.2% | +383.5% |
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