+167.9%
WAT vs GAP
+28.3%
+139.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.0% | +1.2% |
| 7D | -1.8% | -3.2% | +1.4% | -1.3% |
| 30D | -1.7% | -0.7% | -1.0% | -1.9% |
| 3M | +9.1% | -0.5% | +9.5% | +8.7% |
| 6M | +32.4% | -5.0% | +37.4% | +32.2% |
| YTD | +6.6% | -14.7% | +21.2% | +8.2% |
| 1Y | +34.7% | -8.6% | +43.3% | +34.8% |
| 3Y | +53.6% | +108.4% | -54.8% | +28.9% |
| 5Y | -4.1% | +5.8% | -9.9% | -14.3% |
| 10Y | +167.9% | +29.6% | +138.2% | +107.3% |
| All | +167.9% | +28.3% | +139.6% | +107.3% |
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