+30.7%
WAT vs FTV
+13.4%
+17.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.3% |
| 30D | +5.0% | +15.7% | -10.7% | -3.8% |
| 3M | +14.5% | +7.5% | +7.0% | +9.3% |
| 6M | +30.9% | +8.5% | +22.5% | +23.5% |
| YTD | +20.5% | +18.8% | +1.7% | +5.6% |
| 1Y | +23.3% | +28.5% | -5.3% | +2.4% |
| 3Y | +81.5% | +34.0% | +47.5% | +43.9% |
| All | +30.7% | +13.4% | +17.3% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling