+36.6%
WAT vs FGI
+81.8%
-45.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.6% | -1.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.3% |
| 30D | +2.3% | +65.4% | -63.1% | +1.2% |
| 3M | +8.7% | +23.5% | -14.8% | +7.9% |
| 6M | +28.3% | +60.5% | -32.2% | +26.7% |
| YTD | +7.8% | +30.0% | -22.2% | +6.7% |
| 1Y | +36.6% | +82.1% | -45.5% | +34.5% |
| All | +36.6% | +81.8% | -45.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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