+167.9%
WAT vs GRMN
+628.0%
-460.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +1.0% |
| 7D | -1.8% | -1.4% | -0.4% | -1.2% |
| 30D | -1.7% | -13.1% | +11.4% | +4.0% |
| 3M | +9.1% | +14.9% | -5.9% | +1.9% |
| 6M | +32.4% | +13.1% | +19.3% | +24.1% |
| YTD | +6.6% | +35.3% | -28.7% | -8.2% |
| 1Y | +34.7% | +16.0% | +18.7% | +23.5% |
| 3Y | +53.6% | +179.6% | -126.0% | -11.5% |
| 5Y | -4.1% | +75.0% | -79.1% | -32.2% |
| 10Y | +167.9% | +644.1% | -476.3% | +11.3% |
| All | +167.9% | +628.0% | -460.2% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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