+152.6%
WAT vs FDS
+77.6%
+75.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | 0.0% |
| 7D | -0.7% | -5.4% | +4.7% | +1.3% |
| 30D | -1.0% | +1.6% | -2.6% | -1.8% |
| 3M | +10.9% | +17.7% | -6.8% | +2.6% |
| 6M | +33.2% | +29.1% | +4.1% | +17.0% |
| YTD | +6.1% | +1.0% | +5.1% | +2.9% |
| 1Y | +30.2% | -21.6% | +51.9% | +40.7% |
| 3Y | +52.9% | -30.1% | +83.0% | +73.1% |
| 5Y | -5.1% | -20.7% | +15.6% | +0.4% |
| 10Y | +152.6% | +78.3% | +74.3% | +82.4% |
| All | +152.6% | +77.6% | +75.1% | +82.4% |
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