+185.8%
GS vs WAT
+74.7%
+111.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | -2.4% | +5.0% | -7.4% | -3.6% |
| 3M | -15.7% | +14.5% | -30.2% | -18.8% |
| 6M | -6.8% | +30.9% | -37.7% | -13.6% |
| YTD | -0.1% | +20.5% | -20.5% | -6.2% |
| 1Y | +12.1% | +23.3% | -11.2% | +4.5% |
| 3Y | +185.8% | +81.5% | +104.3% | +141.0% |
| All | +185.8% | +74.7% | +111.1% | +141.0% |
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 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