+26.6%
WAT vs FFIV
+28.8%
-2.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.9% |
| 7D | +6.0% | -2.1% | +8.1% | +6.3% |
| 30D | +9.9% | -33.8% | +43.7% | +13.9% |
| 3M | +17.2% | -20.6% | +37.8% | +18.0% |
| 6M | +34.2% | -10.2% | +44.5% | +30.6% |
| YTD | +25.5% | +24.5% | +1.0% | +11.6% |
| All | +26.6% | +28.8% | -2.2% | +10.8% |
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