+571.3%
FE vs WAT
+4,391.8%
-3,820.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | -1.0% | -1.1% | +0.1% | -0.9% |
| 30D | +4.1% | +5.0% | -0.8% | +3.4% |
| 3M | -1.0% | +14.5% | -15.5% | -2.9% |
| 6M | +4.0% | +30.9% | -26.9% | 0.0% |
| YTD | +6.8% | +20.5% | -13.6% | +3.2% |
| 1Y | +5.3% | +23.3% | -18.0% | +1.3% |
| 3Y | +44.6% | +81.5% | -36.9% | +29.5% |
| 5Y | +44.2% | +33.4% | +10.8% | +33.6% |
| 10Y | +107.3% | +231.5% | -124.2% | +69.3% |
| All | +571.3% | +4,391.8% | -3,820.5% | +372.3% |
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