+164.6%
GM vs WAT
+53.4%
+111.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.5% |
| 7D | -1.1% | -1.8% | +0.7% | -0.6% |
| 30D | -4.6% | -1.7% | -2.9% | -4.2% |
| 3M | +0.2% | +9.1% | -8.9% | -2.4% |
| 6M | +12.6% | +32.4% | -19.8% | +3.2% |
| YTD | +3.7% | +6.6% | -2.9% | +0.9% |
| 1Y | +45.6% | +34.7% | +10.9% | +32.6% |
| All | +164.6% | +53.4% | +111.2% | +119.6% |
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