+166.1%
WAT vs GNRC
+448.8%
-282.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +1.0% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -1.9% | -15.7% | +13.9% | +1.9% |
| 3M | +13.5% | -27.3% | +40.8% | +21.1% |
| 6M | +37.2% | -12.1% | +49.3% | +38.6% |
| YTD | +7.5% | +37.1% | -29.6% | -3.3% |
| 1Y | +35.0% | -0.5% | +35.5% | +30.2% |
| 3Y | +55.1% | +61.5% | -6.4% | +29.4% |
| 5Y | -2.8% | -58.6% | +55.7% | +7.1% |
| All | +166.1% | +448.8% | -282.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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