+27.3%
WAT vs GAP
+10.4%
+16.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +0.2% |
| 7D | -1.9% | +8.0% | -9.9% | -3.3% |
| 30D | +6.2% | +2.7% | +3.6% | +5.6% |
| 3M | +18.1% | +16.0% | +2.0% | +14.2% |
| 6M | +54.9% | +2.0% | +52.9% | +52.1% |
| YTD | +23.1% | -4.4% | +27.5% | +24.8% |
| 1Y | +27.3% | +9.2% | +18.1% | +23.4% |
| All | +27.3% | +10.4% | +16.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling