+261.5%
WAB vs FTV
+109.2%
+152.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +5.1% | +3.9% | +1.2% | +2.5% |
| 30D | +4.0% | +18.7% | -14.7% | -7.3% |
| 3M | +0.1% | +10.0% | -9.9% | -6.3% |
| 6M | +12.8% | +14.6% | -1.8% | +2.3% |
| YTD | +40.1% | +23.4% | +16.6% | +18.9% |
| 1Y | +46.4% | +31.3% | +15.1% | +18.9% |
| 3Y | +167.4% | +39.8% | +127.6% | +102.1% |
| 5Y | +215.0% | +17.7% | +197.4% | +164.3% |
| All | +261.5% | +109.2% | +152.3% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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