+4,408.4%
GD vs WAT
+10,816.8%
-6,408.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -5.3% | -1.3% | -4.0% | -5.0% |
| 30D | -6.4% | +2.3% | -8.8% | -6.9% |
| 3M | +5.7% | +8.7% | -3.0% | +3.8% |
| 6M | -0.9% | +28.3% | -29.3% | -6.2% |
| YTD | +8.2% | +7.8% | +0.4% | +5.6% |
| 1Y | +13.4% | +36.6% | -23.2% | +5.6% |
| 3Y | +68.5% | +45.7% | +22.8% | +51.9% |
| 5Y | +97.2% | -3.3% | +100.5% | +89.7% |
| 10Y | +190.2% | +162.1% | +28.1% | +129.1% |
| All | +4,408.4% | +10,816.8% | -6,408.4% | +2,469.5% |
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