-22.5%
GIS vs WAT
+20.2%
-42.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -3.4% | +0.6% | -3.9% | -3.3% |
| 30D | +6.9% | +5.4% | +1.5% | +6.6% |
| 3M | -10.1% | +11.3% | -21.4% | -10.6% |
| 6M | +5.9% | +37.4% | -31.6% | +4.8% |
| YTD | -21.1% | +21.2% | -42.3% | -22.9% |
| 1Y | -22.5% | +21.3% | -43.8% | -24.2% |
| All | -22.5% | +20.2% | -42.7% | -24.2% |
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