+243.0%
GS vs WAT
+46.1%
+196.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | -1.6% | +2.3% | -3.9% | -2.2% |
| 3M | -4.5% | +8.7% | -13.2% | -6.7% |
| 6M | +20.9% | +28.3% | -7.4% | +12.1% |
| YTD | +19.9% | +7.8% | +12.1% | +16.0% |
| 1Y | +41.4% | +36.6% | +4.8% | +27.5% |
| All | +243.0% | +46.1% | +196.9% | +197.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling