-3.2%
WAT vs GPC
+30.9%
-34.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -1.3% | +1.2% | -2.5% | -1.7% |
| 30D | +2.3% | +6.0% | -3.6% | +0.1% |
| 3M | +8.7% | +42.6% | -33.9% | -6.3% |
| 6M | +28.3% | +22.8% | +5.6% | +17.3% |
| YTD | +7.8% | +15.5% | -7.7% | 0.0% |
| 1Y | +36.6% | +2.0% | +34.6% | +33.3% |
| 3Y | +45.7% | -1.4% | +47.1% | +39.5% |
| All | -3.2% | +30.9% | -34.1% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling