+152.0%
GE vs WAT
+222.4%
-70.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | +8.1% | +5.4% | +2.7% | +6.0% |
| 3M | -7.9% | +11.3% | -19.2% | -11.6% |
| 6M | +12.9% | +37.4% | -24.5% | +0.1% |
| YTD | +8.2% | +21.2% | -13.0% | -0.9% |
| 1Y | +9.7% | +21.3% | -11.7% | +0.3% |
| 3Y | +266.1% | +83.4% | +182.7% | +166.4% |
| 5Y | +407.4% | +29.0% | +378.4% | +322.2% |
| All | +152.0% | +222.4% | -70.5% | +47.2% |
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