+96.6%
GLD vs WAT
+83.1%
+13.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.7% |
| 7D | -5.5% | +2.0% | -7.5% | -5.6% |
| 30D | -7.0% | +7.7% | -14.7% | -7.4% |
| 3M | -12.4% | +11.1% | -23.4% | -13.0% |
| 6M | -18.0% | +31.2% | -49.3% | -19.3% |
| YTD | -10.5% | +21.7% | -32.1% | -11.8% |
| 1Y | -8.1% | +19.3% | -27.4% | -9.4% |
| All | +96.6% | +83.1% | +13.5% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling