+234.8%
WAT vs FFIV
+132.4%
+102.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.4% |
| 7D | +6.0% | -2.1% | +8.1% | +6.8% |
| 30D | +9.9% | -33.8% | +43.7% | +25.3% |
| 3M | +17.2% | -20.6% | +37.8% | +24.4% |
| 6M | +34.2% | -10.2% | +44.5% | +34.7% |
| YTD | +25.5% | +24.5% | +1.0% | +9.8% |
| 1Y | +28.3% | +29.3% | -1.1% | +10.3% |
| 3Y | +88.4% | +103.8% | -15.4% | +29.9% |
| 5Y | +36.1% | +40.9% | -4.7% | +6.5% |
| 10Y | +234.8% | +126.6% | +108.2% | +101.0% |
| All | +234.8% | +132.4% | +102.4% | +101.0% |
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