+314.5%
WAT vs FIVN
+243.6%
+70.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | +0.6% | -2.8% | +3.4% | +1.0% |
| 30D | +5.4% | -17.4% | +22.8% | +7.8% |
| 3M | +11.3% | -19.2% | +30.5% | +13.6% |
| 6M | +37.4% | +29.4% | +8.1% | +30.0% |
| YTD | +21.2% | +36.3% | -15.1% | +12.3% |
| 1Y | +21.3% | +33.5% | -12.1% | +12.6% |
| 3Y | +83.4% | -56.8% | +140.2% | +93.2% |
| 5Y | +29.0% | -83.0% | +112.0% | +45.9% |
| 10Y | +223.9% | +87.3% | +136.7% | +184.4% |
| All | +314.5% | +243.6% | +70.9% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 all: compounded portfolio wealth divided by compounded FIVN 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…
all analysis · Full analysis span regression · 6 months rolling