-54.4%
GLXY vs WAT
+27.0%
-81.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +4.4% |
| 7D | -0.5% | +6.0% | -6.6% | -3.0% |
| 30D | -28.6% | +9.9% | -38.5% | -30.6% |
| 3M | -28.1% | +17.2% | -45.2% | -31.5% |
| 6M | -52.0% | +34.2% | -86.2% | -56.4% |
| YTD | -35.1% | +25.5% | -60.6% | -45.2% |
| All | -54.4% | +27.0% | -81.4% | -61.1% |
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 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