+372.5%
WAB vs FTV
+127.5%
+245.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.1% | -0.7% | +3.8% | +3.7% |
| 30D | +6.4% | +18.3% | -11.9% | -4.8% |
| 3M | +2.2% | +10.2% | -8.0% | -4.4% |
| 6M | +13.7% | +12.8% | +0.9% | +4.3% |
| YTD | +43.0% | +23.4% | +19.6% | +21.6% |
| 1Y | +47.0% | +31.4% | +15.5% | +19.6% |
| 3Y | +174.4% | +38.7% | +135.7% | +109.5% |
| 5Y | +222.2% | +18.6% | +203.6% | +169.5% |
| 10Y | +276.9% | +110.1% | +166.8% | +119.1% |
| All | +372.5% | +127.5% | +245.0% | +164.1% |
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 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