+71.8%
GH vs WAT
+32.9%
+38.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.3% | -4.3% |
| 7D | -7.7% | -1.9% | -5.7% | -6.9% |
| 30D | -10.0% | +6.2% | -16.2% | -11.9% |
| 3M | +5.5% | +18.1% | -12.6% | -0.4% |
| 6M | +84.9% | +54.9% | +30.0% | +60.8% |
| YTD | +65.0% | +23.1% | +41.9% | +48.1% |
| 1Y | +71.8% | +27.3% | +44.5% | +50.9% |
| All | +71.8% | +32.9% | +38.8% | +50.9% |
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