+197.5%
CAG vs WAT
+10,644.3%
-10,446.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | +1.0% | -1.0% | +2.0% | +1.1% |
| 3M | +17.4% | +10.9% | +6.5% | +16.0% |
| 6M | -16.8% | +33.2% | -50.0% | -19.4% |
| YTD | -6.8% | +6.1% | -12.9% | -7.8% |
| 1Y | -15.4% | +30.2% | -45.6% | -18.1% |
| 3Y | -37.1% | +52.9% | -90.0% | -40.6% |
| 5Y | -41.3% | -5.1% | -36.1% | -42.4% |
| 10Y | -35.5% | +152.6% | -188.1% | -43.0% |
| All | +197.5% | +10,644.3% | -10,446.8% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WAT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling