+437.1%
GS vs WAT
+223.8%
+213.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | +5.1% | +2.0% | +3.1% | +4.3% |
| 30D | +2.4% | +7.7% | -5.3% | -0.6% |
| 3M | -11.5% | +11.1% | -22.6% | -15.4% |
| 6M | -2.5% | +31.2% | -33.7% | -13.4% |
| YTD | +5.5% | +21.7% | -16.2% | -4.6% |
| 1Y | +11.0% | +19.3% | -8.3% | +1.2% |
| 3Y | +200.1% | +80.6% | +119.5% | +113.4% |
| 5Y | +154.7% | +29.5% | +125.2% | +107.3% |
| All | +437.1% | +223.8% | +213.3% | +175.1% |
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