+190.5%
CAG vs WAT
+12,173.3%
-11,982.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | +7.7% | +5.4% | +2.3% | +7.0% |
| 3M | -3.2% | +11.3% | -14.5% | -4.3% |
| 6M | +7.0% | +37.4% | -30.5% | +3.3% |
| YTD | -9.0% | +21.2% | -30.2% | -11.3% |
| 1Y | -9.6% | +21.3% | -30.9% | -11.9% |
| 3Y | -36.0% | +83.4% | -119.4% | -40.7% |
| 5Y | -40.9% | +29.0% | -69.8% | -43.8% |
| 10Y | -37.3% | +223.9% | -261.2% | -45.9% |
| All | +190.5% | +12,173.3% | -11,982.9% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling