The data is on the server, in your Garmin Connect account. If you need for some reason some of the activities on the watch, you can export them "as original" (FIT files) from Garmin Connect Web, and place them back on the device, in the folder //GARMIN/Activity/.
And if you do not see your data in Garmin Connect, then you are not logged in the same account as originally. If it is that case, sign out of the wrong account, and sign in back into the original one, but before doing so, make sure you removed the device from the wrong account, otherwise you risk data loss during syncing (part of data may be transferred to the wrong account during syncing)!
