+36.6%
WAT vs FTV
+21.5%
+15.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -1.3% | -4.6% | +3.3% | +0.2% |
| 30D | +2.3% | -7.2% | +9.5% | +4.8% |
| 3M | +8.7% | -7.3% | +16.0% | +11.2% |
| 6M | +28.3% | -1.6% | +29.9% | +27.8% |
| YTD | +7.8% | +3.3% | +4.4% | +4.5% |
| 1Y | +36.6% | +20.2% | +16.4% | +16.4% |
| All | +36.6% | +21.5% | +15.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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