+401.3%
GH vs WAT
+112.2%
+289.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.8% |
| 7D | -0.1% | -1.3% | +1.2% | +0.6% |
| 30D | -1.1% | +2.3% | -3.4% | -2.4% |
| 3M | +21.3% | +8.7% | +12.6% | +15.6% |
| 6M | +73.5% | +28.3% | +45.2% | +49.6% |
| YTD | +58.0% | +7.8% | +50.2% | +48.2% |
| 1Y | +163.1% | +36.6% | +126.5% | +113.9% |
| 3Y | +361.0% | +45.7% | +315.4% | +238.9% |
| 5Y | +22.5% | -3.3% | +25.9% | +14.0% |
| All | +401.3% | +112.2% | +289.1% | +163.7% |
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