+239.5%
GM vs WAT
+493.9%
-254.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | +3.6% | +5.4% | -1.9% | +0.9% |
| 3M | -0.2% | +11.3% | -11.5% | -5.5% |
| 6M | +13.9% | +37.4% | -23.5% | -2.7% |
| YTD | +6.5% | +21.2% | -14.7% | -4.9% |
| 1Y | +20.7% | +21.3% | -0.7% | +7.7% |
| 3Y | +229.5% | +83.4% | +146.1% | +123.3% |
| 5Y | +41.5% | +29.0% | +12.5% | +12.8% |
| 10Y | +204.8% | +223.9% | -19.1% | +38.8% |
| All | +239.5% | +493.9% | -254.3% | +5.0% |
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