+31.0%
GM vs WAT
+23.6%
+7.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.2% | -2.5% |
| 7D | +4.2% | -5.6% | +9.8% | +5.8% |
| 30D | +8.9% | +3.8% | +5.1% | +7.7% |
| 3M | +0.4% | +13.3% | -12.9% | -3.5% |
| 6M | +17.8% | +32.2% | -14.4% | +7.5% |
| YTD | +10.6% | +19.3% | -8.7% | +5.2% |
| 1Y | +31.0% | +21.8% | +9.2% | +23.2% |
| All | +31.0% | +23.6% | +7.4% | +23.2% |
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