+228.3%
WAT vs GAP
+1.5%
+226.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +0.6% | -1.9% | +2.5% | +0.9% |
| 30D | +5.4% | -7.1% | +12.5% | +6.6% |
| 3M | +11.3% | +4.1% | +7.2% | +10.1% |
| 6M | +37.4% | +1.9% | +35.5% | +35.6% |
| YTD | +21.2% | -15.2% | +36.4% | +23.0% |
| 1Y | +21.3% | -10.6% | +32.0% | +21.9% |
| 3Y | +83.4% | +74.6% | +8.8% | +58.4% |
| 5Y | +29.0% | +3.7% | +25.3% | +15.7% |
| All | +228.3% | +1.5% | +226.8% | +159.6% |
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