+212.2%
GLD vs WAT
+232.2%
-20.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.7% |
| 7D | +4.9% | +6.0% | -1.1% | +4.7% |
| 30D | -1.3% | +9.9% | -11.2% | -1.7% |
| 3M | -4.8% | +17.2% | -21.9% | -5.3% |
| 6M | -12.5% | +34.2% | -46.7% | -13.5% |
| YTD | -4.2% | +25.5% | -29.7% | -5.2% |
| 1Y | +3.0% | +28.3% | -25.2% | +1.9% |
| 3Y | +109.1% | +88.4% | +20.8% | +104.0% |
| 5Y | +121.6% | +36.1% | +85.4% | +117.0% |
| 10Y | +212.2% | +234.8% | -22.6% | +205.1% |
| All | +212.2% | +232.2% | -20.0% | +205.1% |
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 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