+26.3%
WAT vs FND
-13.4%
+39.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.7% |
| 7D | +3.4% | +6.8% | -3.4% | +1.5% |
| 30D | +9.6% | +13.1% | -3.4% | +5.7% |
| 3M | +15.5% | -13.1% | +28.5% | +19.8% |
| 6M | +33.9% | -0.6% | +34.5% | +32.4% |
| YTD | +25.2% | -15.5% | +40.7% | +28.4% |
| 1Y | +26.3% | -13.7% | +39.9% | +28.3% |
| All | +26.3% | -13.4% | +39.7% | +28.3% |
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