+30.8%
WAT vs FFIV
+39.5%
-8.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.1% | -8.1% | +7.0% | +1.6% |
| 30D | +5.0% | -33.4% | +38.3% | +17.7% |
| 3M | +14.5% | -24.7% | +39.2% | +22.6% |
| 6M | +30.9% | -8.8% | +39.8% | +29.3% |
| YTD | +20.5% | +21.8% | -1.3% | +5.4% |
| 1Y | +23.3% | +25.3% | -2.0% | +6.4% |
| 3Y | +81.5% | +101.2% | -19.7% | +21.0% |
| All | +30.8% | +39.5% | -8.7% | -2.8% |
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