-4.1%
WAT vs GWW
+221.1%
-225.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.2% |
| 6M | +32.4% | +15.1% | +17.3% | +23.3% |
| YTD | +6.6% | +27.5% | -20.9% | -5.5% |
| 1Y | +34.7% | +29.6% | +5.1% | +18.3% |
| 3Y | +53.6% | +90.1% | -36.5% | +12.6% |
| 5Y | -4.1% | +222.6% | -226.7% | -45.9% |
| All | -4.1% | +221.1% | -225.2% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling