-37.2%
CAG vs WAT
+166.5%
-203.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -5.9% | -2.9% | -3.0% | -5.5% |
| 30D | -1.5% | -3.2% | +1.7% | -1.1% |
| 3M | +11.5% | +10.6% | +0.9% | +9.6% |
| 6M | -15.7% | +34.0% | -49.7% | -19.9% |
| YTD | -10.2% | +5.7% | -15.9% | -11.7% |
| 1Y | -18.1% | +37.1% | -55.1% | -22.9% |
| 3Y | -39.4% | +52.4% | -91.8% | -45.1% |
| 5Y | -42.6% | -4.4% | -38.2% | -44.3% |
| All | -37.2% | +166.5% | -203.7% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling