-3.2%
WAT vs GEN
+24.6%
-27.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.3% |
| 3M | +8.7% | +16.1% | -7.3% | +4.1% |
| 6M | +28.3% | +38.9% | -10.5% | +16.0% |
| YTD | +7.8% | +14.4% | -6.7% | +2.8% |
| 1Y | +36.6% | +5.9% | +30.7% | +33.3% |
| 3Y | +45.7% | +58.8% | -13.1% | +24.4% |
| All | -3.2% | +24.6% | -27.8% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling