+27.3%
WAT vs FFIV
+33.5%
-6.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -1.9% | -9.8% | +7.9% | -1.0% |
| 30D | +6.2% | -28.1% | +34.3% | +8.9% |
| 3M | +18.1% | -20.0% | +38.1% | +18.9% |
| 6M | +54.9% | -0.1% | +55.0% | +47.5% |
| YTD | +23.1% | +29.2% | -6.1% | +9.6% |
| 1Y | +27.3% | +36.6% | -9.3% | +11.4% |
| All | +27.3% | +33.5% | -6.2% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling