+222.9%
WAB vs FTV
+1.8%
+221.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | +0.2% | -1.3% | +1.5% | +1.0% |
| 30D | -4.6% | -9.5% | +5.0% | +1.0% |
| 3M | +5.6% | -10.9% | +16.5% | +12.6% |
| 6M | +13.8% | -0.6% | +14.4% | +13.6% |
| YTD | +31.9% | +1.4% | +30.4% | +28.5% |
| 1Y | +48.3% | +17.6% | +30.6% | +31.4% |
| 3Y | +167.1% | -3.3% | +170.4% | +162.2% |
| 5Y | +222.9% | -0.1% | +223.0% | +194.4% |
| All | +222.9% | +1.8% | +221.0% | +194.4% |
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