+167.9%
WAT vs FTV
+78.2%
+89.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -1.8% | -1.3% | -0.5% | -1.1% |
| 30D | -1.7% | -9.5% | +7.8% | +3.7% |
| 3M | +9.1% | -10.9% | +20.0% | +15.6% |
| 6M | +32.4% | -0.6% | +33.1% | +31.6% |
| YTD | +6.6% | +1.4% | +5.2% | +3.7% |
| 1Y | +34.7% | +17.6% | +17.1% | +20.3% |
| 3Y | +53.6% | -3.3% | +56.8% | +51.7% |
| 5Y | -4.1% | -0.1% | -3.9% | -8.4% |
| 10Y | +167.9% | +82.5% | +85.4% | +88.9% |
| All | +167.9% | +78.2% | +89.7% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling