+51.5%
WAT vs GEN
+61.9%
-10.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | +2.3% | +10.1% | -7.8% | -0.5% |
| 3M | +8.7% | +16.1% | -7.3% | +3.9% |
| 6M | +28.3% | +38.9% | -10.5% | +14.9% |
| YTD | +7.8% | +14.4% | -6.7% | +3.1% |
| 1Y | +36.6% | +5.9% | +30.7% | +34.4% |
| All | +51.5% | +61.9% | -10.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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