+632.4%
GEV vs WAT
+20.0%
+612.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -7.9% | -1.9% | -6.1% | -7.6% |
| 3M | +5.6% | +13.5% | -7.9% | +3.2% |
| 6M | +13.1% | +37.2% | -24.2% | +5.8% |
| YTD | +46.7% | +7.5% | +39.2% | +43.4% |
| 1Y | +51.3% | +35.0% | +16.3% | +39.9% |
| All | +632.4% | +20.0% | +612.4% | +601.2% |
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