+12,001.8%
WAT vs GPC
+1,168.6%
+10,833.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | -1.1% | +1.6% | -2.7% | -1.8% |
| 30D | +5.0% | -2.1% | +7.0% | +5.6% |
| 3M | +14.5% | -6.8% | +21.3% | +17.6% |
| 6M | +30.9% | +18.6% | +12.3% | +19.4% |
| YTD | +20.5% | +2.7% | +17.8% | +16.1% |
| 1Y | +23.3% | +1.8% | +21.5% | +19.2% |
| 3Y | +81.5% | +1.1% | +80.4% | +71.1% |
| 5Y | +33.4% | +4.1% | +29.3% | +22.3% |
| 10Y | +231.5% | +88.2% | +143.3% | +113.9% |
| All | +12,001.8% | +1,168.6% | +10,833.3% | +3,372.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling