+30.2%
WAT vs FDS
-20.8%
+51.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.2% |
| 7D | -0.7% | -5.4% | +4.7% | -0.2% |
| 30D | -1.0% | +1.6% | -2.6% | -1.1% |
| 3M | +10.9% | +17.7% | -6.8% | +9.4% |
| 6M | +33.2% | +29.1% | +4.1% | +29.7% |
| YTD | +6.1% | +1.0% | +5.1% | +6.9% |
| 1Y | +30.2% | -21.6% | +51.9% | +37.1% |
| All | +30.2% | -20.8% | +51.1% | +37.1% |
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