+1,104.3%
GE vs WAT
+12,102.7%
-10,998.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.5% |
| 7D | +7.1% | -1.1% | +8.2% | +7.4% |
| 30D | +6.5% | +5.0% | +1.5% | +5.1% |
| 3M | -13.6% | +14.5% | -28.1% | -16.7% |
| 6M | +6.0% | +30.9% | -24.9% | -1.5% |
| YTD | +5.4% | +20.5% | -15.1% | -0.8% |
| 1Y | +6.5% | +23.3% | -16.8% | -0.4% |
| 3Y | +268.6% | +81.5% | +187.1% | +203.4% |
| 5Y | +389.0% | +33.4% | +355.7% | +330.7% |
| 10Y | +163.3% | +231.5% | -68.2% | +83.8% |
| All | +1,104.3% | +12,102.7% | -10,998.4% | +404.4% |
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 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