+393.9%
GH vs WAT
+108.1%
+285.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | -1.2% | -2.9% | +1.6% | +0.3% |
| 30D | -3.7% | -3.2% | -0.5% | -2.1% |
| 3M | +21.7% | +10.6% | +11.1% | +14.9% |
| 6M | +75.7% | +34.0% | +41.7% | +47.9% |
| YTD | +55.7% | +5.7% | +50.0% | +47.5% |
| 1Y | +181.1% | +37.1% | +144.1% | +128.0% |
| 3Y | +371.6% | +52.4% | +319.2% | +236.1% |
| 5Y | +23.2% | -4.4% | +27.6% | +15.4% |
| All | +393.9% | +108.1% | +285.7% | +162.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling