-3.6%
WAT vs FTV
+5.1%
-8.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -1.3% | -4.5% | +3.2% | +1.4% |
| 30D | +2.3% | -7.1% | +9.4% | +6.8% |
| 3M | +8.7% | -7.2% | +15.9% | +13.1% |
| 6M | +28.3% | -1.5% | +29.8% | +28.0% |
| YTD | +7.8% | +3.5% | +4.3% | +2.9% |
| 1Y | +36.6% | +20.3% | +16.3% | +17.6% |
| 3Y | +45.7% | -3.1% | +48.8% | +42.3% |
| All | -3.6% | +5.1% | -8.7% | -16.6% |
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