+30.8%
WAT vs FDS
-22.8%
+53.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +2.1% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +5.0% | +20.2% | -15.2% | -1.2% |
| 3M | +14.5% | +19.9% | -5.4% | +7.2% |
| 6M | +30.9% | +56.2% | -25.2% | +9.6% |
| YTD | +20.5% | +14.6% | +5.9% | +14.2% |
| 1Y | +23.3% | +31.6% | -8.3% | +8.4% |
| 3Y | +81.5% | -23.8% | +105.3% | +109.2% |
| All | +30.8% | -22.8% | +53.5% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling