+47.4%
WAT vs FGI
-70.6%
+118.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | -1.1% | -7.0% | +5.8% | -1.0% |
| 30D | +5.0% | -4.2% | +9.2% | +5.0% |
| 3M | +14.5% | +55.6% | -41.1% | +13.0% |
| 6M | +30.9% | -3.2% | +34.1% | +29.9% |
| YTD | +20.5% | +29.1% | -8.6% | +18.5% |
| 1Y | +23.3% | +51.0% | -27.7% | +20.8% |
| 3Y | +81.5% | +1.5% | +80.0% | +77.6% |
| All | +47.4% | -70.6% | +118.0% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling