+24.4%
GH vs WAT
-4.9%
+29.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.2% | -1.8% | +1.6% | +0.8% |
| 30D | -2.6% | -1.7% | -1.0% | -1.9% |
| 3M | +25.1% | +9.1% | +16.0% | +18.9% |
| 6M | +78.5% | +32.4% | +46.1% | +51.2% |
| YTD | +59.4% | +6.6% | +52.8% | +50.4% |
| 1Y | +173.9% | +34.7% | +139.2% | +123.4% |
| 3Y | +382.7% | +53.6% | +329.2% | +227.9% |
| 5Y | +24.4% | -4.1% | +28.5% | +9.6% |
| All | +24.4% | -4.9% | +29.3% | +9.6% |
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