-16.4%
GFS vs WAT
+26.3%
-42.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.8% |
| 7D | -7.8% | -1.1% | -6.7% | -7.3% |
| 30D | -19.7% | +5.0% | -24.6% | -21.2% |
| 3M | -23.1% | +14.5% | -37.6% | -27.6% |
| 6M | -46.4% | +30.9% | -77.3% | -52.7% |
| YTD | +11.0% | +20.5% | -9.4% | +0.3% |
| 1Y | +12.6% | +23.3% | -10.6% | +0.6% |
| 3Y | -24.9% | +81.5% | -106.4% | -48.1% |
| 5Y | -39.1% | +33.4% | -72.5% | -52.4% |
| All | -16.4% | +26.3% | -42.8% | -37.8% |
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