+654.3%
GS vs WAT
+161.1%
+493.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.5% |
| 30D | -1.6% | +2.3% | -3.9% | -2.6% |
| 3M | -4.5% | +8.7% | -13.2% | -7.9% |
| 6M | +20.9% | +28.3% | -7.4% | +7.9% |
| YTD | +19.9% | +7.8% | +12.1% | +14.2% |
| 1Y | +41.4% | +36.6% | +4.8% | +21.0% |
| 3Y | +239.2% | +45.7% | +193.5% | +166.4% |
| 5Y | +185.0% | -3.3% | +188.4% | +167.3% |
| All | +654.3% | +161.1% | +493.2% | +319.7% |
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