+1,710.5%
GS vs WAT
+1,668.1%
+42.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -5.3% |
| 7D | -6.3% | -5.6% | -0.7% | -4.4% |
| 30D | -3.1% | +3.8% | -7.0% | -4.3% |
| 3M | -17.7% | +13.3% | -30.9% | -21.2% |
| 6M | -4.6% | +32.2% | -36.7% | -13.7% |
| YTD | +0.3% | +19.3% | -19.0% | -7.0% |
| 1Y | +11.7% | +21.8% | -10.1% | +2.8% |
| 3Y | +183.6% | +73.9% | +109.6% | +122.7% |
| 5Y | +141.0% | +32.1% | +108.9% | +104.4% |
| 10Y | +507.4% | +228.2% | +279.2% | +273.7% |
| All | +1,710.5% | +1,668.1% | +42.4% | +607.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling