+53.2%
WAT vs FGI
-70.0%
+123.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +3.4% | -4.1% | +7.5% | +3.4% |
| 30D | +9.6% | -3.4% | +13.0% | +9.6% |
| 3M | +15.5% | +61.8% | -46.3% | +13.9% |
| 6M | +33.9% | +17.0% | +16.9% | +32.5% |
| YTD | +25.2% | +31.4% | -6.2% | +23.2% |
| 1Y | +26.3% | +42.7% | -16.4% | +23.8% |
| 3Y | +85.8% | -0.1% | +85.9% | +82.1% |
| All | +53.2% | -70.0% | +123.2% | +53.0% |
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