+509.6%
WAT vs GRMN
+6,966.1%
-6,456.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | 0.0% |
| 7D | +3.4% | +6.3% | -2.9% | +1.7% |
| 30D | +9.6% | +7.6% | +2.1% | +7.4% |
| 3M | +15.5% | -7.5% | +22.9% | +17.7% |
| 6M | +33.9% | +21.2% | +12.7% | +26.2% |
| YTD | +25.2% | +44.0% | -18.8% | +12.1% |
| 1Y | +26.3% | +44.7% | -18.5% | +12.9% |
| 3Y | +85.8% | +160.5% | -74.7% | +39.5% |
| 5Y | +35.3% | +124.6% | -89.3% | +4.9% |
| 10Y | +231.8% | +651.6% | -419.8% | +91.7% |
| All | +509.6% | +6,966.1% | -6,456.4% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling