+152.6%
WAT vs FFIV
+224.0%
-71.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -0.7% | -1.5% | +0.8% | -0.2% |
| 30D | -1.0% | -2.7% | +1.7% | -0.2% |
| 3M | +10.9% | -1.7% | +12.5% | +10.7% |
| 6M | +33.2% | +36.1% | -3.0% | +16.4% |
| YTD | +6.1% | +52.6% | -46.6% | -11.9% |
| 1Y | +30.2% | +21.5% | +8.7% | +17.6% |
| 3Y | +52.9% | +142.7% | -89.8% | +1.3% |
| 5Y | -5.1% | +92.6% | -97.7% | -32.7% |
| 10Y | +152.6% | +225.5% | -72.9% | +34.0% |
| All | +152.6% | +224.0% | -71.4% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling