+52.9%
WAT vs FND
-49.6%
+102.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | 0.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -1.0% | -23.6% | +22.6% | +8.5% |
| 3M | +10.9% | +4.3% | +6.6% | +7.7% |
| 6M | +33.2% | -20.3% | +53.5% | +41.8% |
| YTD | +6.1% | -21.3% | +27.4% | +12.7% |
| 1Y | +30.2% | -45.4% | +75.6% | +58.1% |
| 3Y | +52.9% | -48.9% | +101.7% | +86.1% |
| All | +52.9% | -49.6% | +102.4% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling