+339.4%
WAB vs FTV
+90.8%
+248.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.4% |
| 7D | -3.2% | -4.5% | +1.3% | -0.2% |
| 30D | -4.4% | -7.1% | +2.6% | +0.2% |
| 3M | +7.9% | -7.2% | +15.0% | +12.9% |
| 6M | +8.7% | -1.5% | +10.2% | +9.0% |
| YTD | +33.0% | +3.5% | +29.5% | +27.3% |
| 1Y | +46.7% | +20.3% | +26.3% | +26.2% |
| 3Y | +153.0% | -3.1% | +156.1% | +146.7% |
| 5Y | +222.3% | +2.3% | +219.9% | +196.7% |
| 10Y | +291.0% | +76.3% | +214.7% | +155.9% |
| All | +339.4% | +90.8% | +248.6% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling