+81.5%
WAT vs FFIV
+102.2%
-20.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.1% | -8.1% | +7.0% | +0.8% |
| 30D | +5.0% | -33.4% | +38.3% | +13.7% |
| 3M | +14.5% | -24.7% | +39.2% | +19.8% |
| 6M | +30.9% | -8.8% | +39.8% | +28.6% |
| YTD | +20.5% | +21.8% | -1.3% | +7.4% |
| 1Y | +23.3% | +25.3% | -2.0% | +8.7% |
| 3Y | +81.5% | +101.2% | -19.7% | +20.1% |
| All | +81.5% | +102.2% | -20.7% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling