+816.6%
GLD vs WAT
+789.2%
+27.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.5% |
| 30D | +4.4% | +2.3% | +2.1% | +4.3% |
| 3M | -1.1% | +8.7% | -9.8% | -1.3% |
| 6M | -13.8% | +28.3% | -42.1% | -14.3% |
| YTD | +2.6% | +7.8% | -5.1% | +2.3% |
| 1Y | +24.5% | +36.6% | -12.1% | +23.5% |
| 3Y | +125.8% | +45.7% | +80.2% | +123.2% |
| 5Y | +137.8% | -3.3% | +141.1% | +136.1% |
| 10Y | +221.4% | +162.1% | +59.3% | +214.1% |
| All | +816.6% | +789.2% | +27.4% | +756.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling