+35.3%
WAT vs FND
+0.5%
+34.8%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | +0.7% | -4.4% | +5.1% | +1.8% |
| 30D | +9.0% | +14.5% | -5.5% | +5.3% |
| 3M | +13.5% | -15.6% | +29.1% | +18.6% |
| 6M | +35.3% | +4.7% | +30.6% | +32.2% |
| All | +35.3% | +0.5% | +34.8% | +32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling