+234.8%
WAT vs GPC
+93.7%
+141.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.3% |
| 7D | +6.0% | +0.8% | +5.2% | +5.7% |
| 30D | +9.9% | -1.1% | +11.0% | +10.1% |
| 3M | +17.2% | -6.6% | +23.8% | +19.9% |
| 6M | +34.2% | +22.2% | +12.0% | +22.6% |
| YTD | +25.5% | +5.1% | +20.4% | +20.5% |
| 1Y | +28.3% | +2.8% | +25.4% | +24.2% |
| 3Y | +88.4% | +2.4% | +86.0% | +78.2% |
| 5Y | +36.1% | +7.8% | +28.4% | +24.8% |
| 10Y | +234.8% | +87.2% | +147.6% | +140.4% |
| All | +234.8% | +93.7% | +141.1% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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