+5,446.7%
WAT vs FDS
+10,327.4%
-4,880.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +2.0% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +5.0% | +20.2% | -15.2% | -0.6% |
| 3M | +14.5% | +19.9% | -5.4% | +7.9% |
| 6M | +30.9% | +56.2% | -25.2% | +13.0% |
| YTD | +20.5% | +14.6% | +5.9% | +12.4% |
| 1Y | +23.3% | +31.6% | -8.3% | +10.2% |
| 3Y | +81.5% | -23.8% | +105.3% | +88.6% |
| 5Y | +33.4% | -22.6% | +56.0% | +37.6% |
| 10Y | +231.5% | +139.3% | +92.2% | +149.6% |
| All | +5,446.7% | +10,327.4% | -4,880.8% | +1,876.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling