-3.2%
WAT vs FFIV
+91.3%
-94.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.3% | -1.0% | -0.3% | -1.0% |
| 30D | +2.3% | -5.1% | +7.4% | +4.0% |
| 3M | +8.7% | -4.5% | +13.2% | +9.8% |
| 6M | +28.3% | +36.5% | -8.2% | +12.5% |
| YTD | +7.8% | +53.0% | -45.2% | -10.1% |
| 1Y | +36.6% | +24.2% | +12.4% | +22.9% |
| 3Y | +45.7% | +137.2% | -91.5% | -3.7% |
| All | -3.2% | +91.3% | -94.5% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling