-18.0%
GIS vs WAT
+41.4%
-59.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -7.8% | -1.3% | -6.6% | -7.8% |
| 30D | +6.6% | +2.3% | +4.2% | +6.5% |
| 3M | +21.0% | +8.7% | +12.2% | +20.8% |
| 6M | -9.1% | +28.3% | -37.4% | -9.8% |
| YTD | -13.6% | +7.8% | -21.4% | -14.9% |
| 1Y | -18.0% | +36.6% | -54.6% | -21.1% |
| All | -18.0% | +41.4% | -59.4% | -21.1% |
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