+201.7%
CAG vs WAT
+10,816.8%
-10,615.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -3.8% | -1.3% | -2.5% | -3.7% |
| 30D | +3.1% | +2.3% | +0.8% | +2.9% |
| 3M | +23.5% | +8.7% | +14.7% | +22.3% |
| 6M | -14.8% | +28.3% | -43.2% | -17.2% |
| YTD | -5.4% | +7.8% | -13.2% | -6.6% |
| 1Y | -11.8% | +36.6% | -48.4% | -15.1% |
| 3Y | -36.7% | +45.7% | -82.3% | -40.0% |
| 5Y | -40.3% | -3.3% | -37.0% | -41.6% |
| 10Y | -37.0% | +162.1% | -199.1% | -44.5% |
| All | +201.7% | +10,816.8% | -10,615.1% | +108.1% |
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