+478.5%
GS vs WAT
+232.2%
+246.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +2.9% |
| 7D | +0.8% | +6.0% | -5.2% | -1.5% |
| 30D | +1.2% | +9.9% | -8.7% | -2.6% |
| 3M | -12.4% | +17.2% | -29.6% | -18.1% |
| 6M | -2.3% | +34.2% | -36.6% | -14.1% |
| YTD | +4.6% | +25.5% | -20.9% | -6.6% |
| 1Y | +17.5% | +28.3% | -10.7% | +3.9% |
| 3Y | +202.0% | +88.4% | +113.7% | +111.0% |
| 5Y | +152.4% | +36.1% | +116.2% | +100.8% |
| 10Y | +478.5% | +234.8% | +243.7% | +195.3% |
| All | +478.5% | +232.2% | +246.3% | +195.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling