+118.6%
GLD vs WAT
+32.4%
+86.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | +4.7% | -1.1% | +5.8% | +4.8% |
| 30D | -0.9% | +5.0% | -5.9% | -1.2% |
| 3M | -4.4% | +14.5% | -18.9% | -5.1% |
| 6M | -13.6% | +30.9% | -44.5% | -14.8% |
| YTD | -6.0% | +20.5% | -26.5% | -7.2% |
| 1Y | +1.8% | +23.3% | -21.5% | +0.3% |
| 3Y | +103.2% | +81.5% | +21.7% | +94.9% |
| All | +118.6% | +32.4% | +86.2% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling