+222.2%
WAB vs FTV
+17.2%
+205.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.1% | -0.7% | +3.8% | +3.6% |
| 30D | +6.4% | +18.3% | -11.9% | -3.3% |
| 3M | +2.2% | +10.2% | -8.0% | -3.4% |
| 6M | +13.7% | +12.8% | +0.9% | +5.7% |
| YTD | +43.0% | +23.4% | +19.6% | +24.5% |
| 1Y | +47.0% | +31.4% | +15.5% | +22.9% |
| 3Y | +174.4% | +38.7% | +135.7% | +115.6% |
| 5Y | +222.2% | +18.6% | +203.6% | +163.7% |
| All | +222.2% | +17.2% | +205.0% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling