+17.8%
GFS vs WAT
+26.7%
-8.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -5.3% | +3.4% | -8.7% | -6.3% |
| 30D | -15.8% | +9.6% | -25.4% | -18.0% |
| 3M | -18.6% | +15.5% | -34.1% | -22.1% |
| 6M | -45.0% | +33.9% | -78.9% | -49.8% |
| YTD | +16.8% | +25.2% | -8.4% | +5.7% |
| 1Y | +17.8% | +26.3% | -8.5% | +6.5% |
| All | +17.8% | +26.7% | -8.9% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling