+205.0%
GLD vs WAT
+227.3%
-22.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | +4.7% | -1.1% | +5.8% | +4.7% |
| 30D | -0.9% | +5.0% | -5.9% | -1.1% |
| 3M | -4.4% | +14.5% | -18.9% | -4.9% |
| 6M | -13.6% | +30.9% | -44.5% | -14.4% |
| YTD | -6.0% | +20.5% | -26.5% | -6.8% |
| 1Y | +1.8% | +23.3% | -21.5% | +0.8% |
| 3Y | +103.2% | +81.5% | +21.7% | +98.5% |
| 5Y | +119.3% | +33.4% | +85.9% | +115.1% |
| All | +205.0% | +227.3% | -22.3% | +198.7% |
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 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