+19.3%
WAT vs FDS
+23.2%
-3.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.8% |
| 7D | +2.0% | -2.6% | +4.6% | +2.2% |
| 30D | +7.7% | +14.1% | -6.4% | +6.5% |
| 3M | +11.1% | +19.8% | -8.7% | +9.4% |
| 6M | +31.2% | +55.0% | -23.7% | +26.0% |
| YTD | +21.7% | +15.9% | +5.8% | +21.2% |
| 1Y | +19.3% | +24.2% | -4.9% | +17.3% |
| All | +19.3% | +23.2% | -3.9% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling