+166.1%
WAT vs GWRE
+131.0%
+35.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.3% | -13.2% | +13.0% | +2.9% |
| 30D | -1.9% | -18.6% | +16.7% | +1.8% |
| 3M | +13.5% | +18.9% | -5.4% | +6.5% |
| 6M | +37.2% | -11.0% | +48.2% | +36.5% |
| YTD | +7.5% | -29.9% | +37.4% | +13.1% |
| 1Y | +35.0% | -44.3% | +79.4% | +50.8% |
| 3Y | +55.1% | +51.7% | +3.4% | +24.9% |
| 5Y | -2.8% | +15.4% | -18.3% | -17.7% |
| All | +166.1% | +131.0% | +35.1% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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