+139.3%
GS vs WAT
+32.4%
+107.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -3.2% | -1.1% | -2.1% | -2.8% |
| 30D | -2.4% | +5.0% | -7.4% | -3.8% |
| 3M | -15.7% | +14.5% | -30.2% | -19.4% |
| 6M | -6.8% | +30.9% | -37.7% | -14.8% |
| YTD | -0.1% | +20.5% | -20.5% | -7.2% |
| 1Y | +12.1% | +23.3% | -11.2% | +3.3% |
| 3Y | +185.8% | +81.5% | +104.3% | +119.4% |
| All | +139.3% | +32.4% | +107.0% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling