+48.9%
WAT vs FGI
-66.3%
+115.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -1.9% |
| 7D | +2.0% | +13.5% | -11.5% | +1.9% |
| 30D | +7.7% | +17.1% | -9.4% | +7.5% |
| 3M | +11.1% | +78.0% | -66.9% | +9.5% |
| 6M | +31.2% | +46.4% | -15.2% | +29.5% |
| YTD | +21.7% | +47.7% | -26.0% | +19.5% |
| 1Y | +19.3% | +56.8% | -37.5% | +16.9% |
| 3Y | +80.6% | +12.3% | +68.3% | +76.7% |
| All | +48.9% | -66.3% | +115.2% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling