+53.6%
WAT vs FGI
-70.0%
+123.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.2% |
| 7D | +6.0% | -1.4% | +7.4% | +6.1% |
| 30D | +9.9% | -3.2% | +13.1% | +9.9% |
| 3M | +17.2% | +64.1% | -46.9% | +15.6% |
| 6M | +34.2% | +17.2% | +17.0% | +32.8% |
| YTD | +25.5% | +31.6% | -6.1% | +23.5% |
| 1Y | +28.3% | +45.1% | -16.8% | +25.7% |
| 3Y | +88.4% | -2.0% | +90.3% | +84.8% |
| All | +53.6% | -70.0% | +123.6% | +53.4% |
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