+1.3%
WAT vs GDDY
+29.8%
-28.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | -0.3% | -3.2% | +2.9% | +0.4% |
| 30D | -1.9% | +6.8% | -8.7% | -3.7% |
| 3M | +13.5% | +30.5% | -17.0% | +4.6% |
| 6M | +37.2% | +13.3% | +23.9% | +30.5% |
| YTD | +7.5% | -21.0% | +28.5% | +12.6% |
| 1Y | +35.0% | -34.0% | +69.0% | +48.9% |
| 3Y | +55.1% | +33.1% | +22.0% | +30.5% |
| All | +1.3% | +29.8% | -28.5% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 5y: compounded portfolio wealth divided by compounded GDDY 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…
5y analysis · Full analysis span regression · 6 months rolling