-2.4%
GLD vs WAT
+26.7%
-29.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.7% |
| 7D | +2.8% | +3.4% | -0.6% | +2.4% |
| 30D | -4.0% | +9.6% | -13.6% | -4.8% |
| 3M | -8.2% | +15.5% | -23.7% | -9.6% |
| 6M | -14.8% | +33.9% | -48.7% | -16.9% |
| YTD | -6.8% | +25.2% | -32.0% | -10.0% |
| 1Y | -2.4% | +26.3% | -28.7% | -5.8% |
| All | -2.4% | +26.7% | -29.1% | -5.8% |
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 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