+177.1%
GH vs WAT
+38.4%
+138.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -4.7% | -1.9% | -2.8% | -4.2% |
| 3M | +20.2% | +13.5% | +6.7% | +15.7% |
| 6M | +78.8% | +37.2% | +41.5% | +63.9% |
| YTD | +54.1% | +7.5% | +46.6% | +46.3% |
| 1Y | +177.1% | +35.0% | +142.1% | +158.8% |
| All | +177.1% | +38.4% | +138.7% | +158.8% |
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 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