+246.5%
GM vs WAT
+428.2%
-181.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +1.9% | -1.3% | +3.2% | +2.5% |
| 30D | -1.4% | +2.3% | -3.7% | -2.5% |
| 3M | +5.9% | +8.7% | -2.8% | +1.5% |
| 6M | +12.4% | +28.3% | -15.9% | -1.4% |
| YTD | +8.6% | +7.8% | +0.9% | +2.9% |
| 1Y | +52.6% | +36.6% | +16.0% | +28.2% |
| 3Y | +169.7% | +45.7% | +124.0% | +105.1% |
| 5Y | +87.5% | -3.3% | +90.9% | +72.9% |
| 10Y | +233.0% | +162.1% | +70.9% | +68.4% |
| All | +246.5% | +428.2% | -181.7% | +13.6% |
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 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