+2,064.0%
GS vs WAT
+1,497.6%
+566.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.9% | -1.3% | +2.2% | +1.4% |
| 30D | -1.6% | +2.3% | -3.9% | -2.4% |
| 3M | -4.5% | +8.7% | -13.2% | -7.4% |
| 6M | +20.9% | +28.3% | -7.4% | +10.0% |
| YTD | +19.9% | +7.8% | +12.1% | +15.2% |
| 1Y | +41.4% | +36.6% | +4.8% | +24.6% |
| 3Y | +239.2% | +45.7% | +193.5% | +182.9% |
| 5Y | +185.0% | -3.3% | +188.4% | +168.9% |
| 10Y | +655.0% | +162.1% | +492.9% | +398.6% |
| All | +2,064.0% | +1,497.6% | +566.5% | +775.8% |
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