+234.8%
WAT vs FDS
+135.1%
+99.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +6.0% | -5.0% | +11.0% | +7.9% |
| 30D | +9.9% | +13.8% | -3.9% | +4.3% |
| 3M | +17.2% | +14.8% | +2.3% | +10.0% |
| 6M | +34.2% | +47.4% | -13.1% | +12.0% |
| YTD | +25.5% | +14.2% | +11.4% | +15.2% |
| 1Y | +28.3% | +26.6% | +1.6% | +11.7% |
| 3Y | +88.4% | -24.4% | +112.8% | +106.4% |
| 5Y | +36.1% | -22.6% | +58.8% | +45.9% |
| 10Y | +234.8% | +130.0% | +104.8% | +127.7% |
| All | +234.8% | +135.1% | +99.7% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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