+88.4%
WAT vs GAP
+78.9%
+9.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.6% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +9.9% | -4.3% | +14.2% | +10.6% |
| 3M | +17.2% | +9.4% | +7.8% | +15.0% |
| 6M | +34.2% | -3.3% | +37.5% | +33.6% |
| YTD | +25.5% | -10.5% | +36.0% | +26.4% |
| 1Y | +28.3% | -2.4% | +30.6% | +27.3% |
| 3Y | +88.4% | +80.1% | +8.3% | +84.7% |
| All | +88.4% | +78.9% | +9.5% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling