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  • GS vs WAT✓SelectedUSD · WATGS vs WAT performance historyLatest closeAs of-0.36%11/06
Stock and ETF performance explorer

GS vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+139.3%
WAT return
+32.4%
Excess return
+107.0%
Maximum drawdown
-30.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
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