+289.9%
CAH vs WAT
+166.5%
+123.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -5.1% | -2.9% | -2.2% | -4.4% |
| 30D | -1.8% | -3.2% | +1.5% | -1.0% |
| 3M | +9.4% | +10.6% | -1.2% | +6.4% |
| 6M | +9.2% | +34.0% | -24.8% | +0.1% |
| YTD | +15.7% | +5.7% | +9.9% | +12.4% |
| 1Y | +59.7% | +37.1% | +22.7% | +43.7% |
| 3Y | +178.5% | +52.4% | +126.1% | +130.8% |
| 5Y | +398.3% | -4.4% | +402.7% | +378.7% |
| All | +289.9% | +166.5% | +123.4% | +134.3% |
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