+3,938.0%
CAH vs WAT
+12,173.3%
-8,235.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +3.5% | +0.6% | +2.9% | +3.3% |
| 30D | +13.5% | +5.4% | +8.1% | +12.2% |
| 3M | +21.8% | +11.3% | +10.5% | +19.2% |
| 6M | +51.5% | +37.4% | +14.1% | +42.1% |
| YTD | +38.1% | +21.2% | +16.9% | +31.4% |
| 1Y | +37.7% | +21.3% | +16.4% | +31.0% |
| 3Y | +179.6% | +83.4% | +96.2% | +139.9% |
| 5Y | +504.9% | +29.0% | +476.0% | +447.5% |
| 10Y | +418.6% | +223.9% | +194.6% | +290.0% |
| All | +3,938.0% | +12,173.3% | -8,235.4% | +1,927.9% |
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