+152.0%
GE vs WAT
+156.2%
-4.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -1.2% | -1.8% | +0.6% | -0.6% |
| 30D | -11.3% | -1.7% | -9.6% | -10.9% |
| 3M | -1.4% | +9.1% | -10.5% | -4.7% |
| 6M | +1.2% | +32.4% | -31.2% | -9.4% |
| YTD | +5.9% | +6.6% | -0.6% | +1.9% |
| 1Y | +18.4% | +34.7% | -16.3% | +3.6% |
| 3Y | +271.0% | +53.6% | +217.4% | +189.3% |
| 5Y | +417.9% | -4.1% | +422.0% | +389.5% |
| 10Y | +152.0% | +167.9% | -15.9% | +50.4% |
| All | +152.0% | +156.2% | -4.3% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling