+83.4%
WAT vs GPC
+0.2%
+83.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +0.6% | +0.4% | +0.1% | +0.5% |
| 30D | +5.4% | -6.3% | +11.7% | +7.5% |
| 3M | +11.3% | -8.2% | +19.5% | +14.1% |
| 6M | +37.4% | +27.1% | +10.3% | +24.8% |
| YTD | +21.2% | +3.1% | +18.0% | +17.3% |
| 1Y | +21.3% | +0.1% | +21.3% | +18.8% |
| 3Y | +83.4% | +0.2% | +83.2% | +66.5% |
| All | +83.4% | +0.2% | +83.2% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling