+36.6%
WAT vs FND
-36.4%
+73.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | -1.3% | -5.2% | +3.9% | +0.2% |
| 30D | +2.3% | -19.9% | +22.2% | +9.0% |
| 3M | +8.7% | +2.7% | +6.0% | +6.8% |
| 6M | +28.3% | -21.7% | +50.0% | +36.3% |
| YTD | +7.8% | -17.5% | +25.3% | +11.9% |
| 1Y | +36.6% | -39.3% | +75.9% | +57.7% |
| All | +36.6% | -36.4% | +73.0% | +57.7% |
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