+4,391.9%
GD vs WAT
+11,982.1%
-7,590.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.7% |
| 7D | -3.9% | -5.6% | +1.7% | -2.9% |
| 30D | +8.1% | +3.8% | +4.3% | +7.2% |
| 3M | -6.8% | +13.3% | -20.0% | -9.1% |
| 6M | +3.0% | +32.2% | -29.2% | -2.7% |
| YTD | +7.8% | +19.3% | -11.5% | +3.1% |
| 1Y | +5.8% | +21.8% | -16.0% | +0.8% |
| 3Y | +55.3% | +73.9% | -18.6% | +35.4% |
| 5Y | +96.7% | +32.1% | +64.6% | +78.2% |
| 10Y | +195.4% | +228.2% | -32.8% | +124.3% |
| All | +4,391.9% | +11,982.1% | -7,590.3% | +2,407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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