+27.3%
WAT vs FND
-10.3%
+37.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.9% | -9.2% | -1.2% |
| 7D | -1.9% | +12.3% | -14.3% | -5.1% |
| 30D | +6.2% | +14.7% | -8.5% | +2.1% |
| 3M | +18.1% | -12.0% | +30.1% | +21.9% |
| 6M | +54.9% | +10.8% | +44.1% | +48.4% |
| YTD | +23.1% | -12.3% | +35.4% | +25.2% |
| 1Y | +27.3% | -13.4% | +40.7% | +29.8% |
| All | +27.3% | -10.3% | +37.5% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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