+16.8%
WAT vs GTLB
-50.0%
+66.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.0% |
| 7D | -0.7% | +4.6% | -5.3% | -1.3% |
| 30D | -1.0% | +21.0% | -22.0% | -3.3% |
| 3M | +10.9% | +51.7% | -40.8% | +5.2% |
| 6M | +33.2% | +89.3% | -56.1% | +22.4% |
| YTD | +6.1% | +25.6% | -19.6% | +1.8% |
| 1Y | +30.2% | -1.5% | +31.8% | +28.0% |
| 3Y | +52.9% | -9.9% | +62.8% | +47.4% |
| All | +16.8% | -50.0% | +66.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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