-3.2%
WAT vs FDS
-17.4%
+14.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.1% |
| 7D | -1.3% | -1.9% | +0.6% | -0.7% |
| 30D | +2.3% | +9.0% | -6.7% | -0.6% |
| 3M | +8.7% | +18.9% | -10.1% | +1.9% |
| 6M | +28.3% | +35.1% | -6.8% | +13.3% |
| YTD | +7.8% | +5.5% | +2.3% | +5.4% |
| 1Y | +36.6% | -16.8% | +53.4% | +49.4% |
| 3Y | +45.7% | -28.1% | +73.7% | +70.2% |
| All | -3.2% | -17.4% | +14.2% | +11.5% |
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