+19.3%
WAT vs FGI
+51.2%
-31.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +29.6% |
| YTD | +21.7% | +47.7% | -26.0% | +21.0% |
| 1Y | +19.3% | +56.8% | -37.5% | +17.0% |
| All | +19.3% | +51.2% | -31.8% | +17.0% |
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 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