+229.7%
WAT vs GAP
+2.4%
+227.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +2.0% | -5.2% | +7.2% | +2.9% |
| 30D | +7.7% | -6.9% | +14.6% | +8.9% |
| 3M | +11.1% | +5.7% | +5.3% | +9.6% |
| 6M | +31.2% | +0.9% | +30.3% | +29.7% |
| YTD | +21.7% | -14.5% | +36.2% | +23.3% |
| 1Y | +19.3% | -12.1% | +31.4% | +20.2% |
| 3Y | +80.6% | +72.2% | +8.4% | +56.4% |
| 5Y | +29.5% | +4.5% | +25.0% | +16.1% |
| All | +229.7% | +2.4% | +227.3% | +160.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling