+53.7%
WAT vs GWW
+89.5%
-35.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -1.7% | -1.4% | -0.3% | -1.2% |
| 3M | +9.1% | -3.6% | +12.7% | +10.1% |
| 6M | +32.4% | +15.1% | +17.3% | +23.0% |
| YTD | +6.6% | +27.5% | -20.9% | -5.8% |
| 1Y | +34.7% | +29.6% | +5.1% | +18.0% |
| All | +53.7% | +89.5% | -35.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling