+139.8%
WAT vs FND
+66.0%
+73.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | -1.3% | -5.2% | +3.9% | 0.0% |
| 30D | +2.3% | -19.9% | +22.2% | +8.1% |
| 3M | +8.7% | +2.7% | +6.0% | +7.2% |
| 6M | +28.3% | -21.7% | +50.0% | +34.9% |
| YTD | +7.8% | -17.5% | +25.3% | +11.4% |
| 1Y | +36.6% | -39.3% | +75.9% | +51.9% |
| 3Y | +45.7% | -49.8% | +95.4% | +66.0% |
| 5Y | -3.3% | -60.1% | +56.8% | +10.8% |
| All | +139.8% | +66.0% | +73.7% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling