+627.7%
GEV vs WAT
+19.0%
+608.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | +3.2% | -1.8% | +4.9% | +3.5% |
| 30D | -4.0% | -1.7% | -2.3% | -3.7% |
| 3M | +3.4% | +9.1% | -5.7% | +1.7% |
| 6M | +14.7% | +32.4% | -17.7% | +8.1% |
| YTD | +45.8% | +6.6% | +39.2% | +42.6% |
| 1Y | +57.4% | +34.7% | +22.7% | +45.4% |
| All | +627.7% | +19.0% | +608.7% | +597.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling