-4.4%
WAT vs GNRC
-60.2%
+55.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | -2.9% | -0.7% | -2.1% | -2.8% |
| 30D | -3.2% | -15.8% | +12.6% | +0.1% |
| 3M | +10.6% | -24.0% | +34.6% | +15.9% |
| 6M | +34.0% | -13.8% | +47.8% | +35.8% |
| YTD | +5.7% | +33.2% | -27.5% | -3.3% |
| 1Y | +37.1% | -1.8% | +38.9% | +33.1% |
| 3Y | +52.4% | +57.7% | -5.3% | +30.3% |
| 5Y | -4.4% | -59.7% | +55.3% | +5.9% |
| All | -4.4% | -60.2% | +55.8% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling