-30.1%
GFS vs WAT
+28.6%
-58.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +7.4% | +0.6% | +6.8% | +7.1% |
| 30D | -15.3% | +5.4% | -20.7% | -17.1% |
| 3M | -21.1% | +11.3% | -32.4% | -24.8% |
| 6M | -44.5% | +37.4% | -81.9% | -52.3% |
| YTD | +19.2% | +21.2% | -1.9% | +7.0% |
| 1Y | +27.2% | +21.3% | +5.9% | +14.1% |
| 3Y | -20.1% | +83.4% | -103.5% | -46.3% |
| All | -30.1% | +28.6% | -58.7% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling