+208.4%
GLD vs WAT
+228.2%
-19.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.7% |
| 7D | +2.8% | +3.4% | -0.6% | +2.7% |
| 30D | -4.0% | +9.6% | -13.6% | -4.3% |
| 3M | -8.2% | +15.5% | -23.7% | -8.8% |
| 6M | -14.8% | +33.9% | -48.7% | -15.8% |
| YTD | -6.8% | +25.2% | -32.0% | -7.8% |
| 1Y | -2.4% | +26.3% | -28.7% | -3.4% |
| 3Y | +105.8% | +85.8% | +20.0% | +100.8% |
| 5Y | +113.3% | +35.3% | +78.0% | +108.9% |
| 10Y | +208.4% | +231.8% | -23.3% | +200.8% |
| All | +208.4% | +228.2% | -19.7% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling