+3,442.5%
CAH vs WAT
+10,816.8%
-7,374.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +5.4% | -1.3% | +6.7% | +5.6% |
| 30D | +3.3% | +2.3% | +1.0% | +2.8% |
| 3M | +22.8% | +8.7% | +14.0% | +20.7% |
| 6M | +11.3% | +28.3% | -17.1% | +5.3% |
| YTD | +21.1% | +7.8% | +13.4% | +18.0% |
| 1Y | +67.2% | +36.6% | +30.6% | +55.3% |
| 3Y | +195.6% | +45.7% | +150.0% | +165.2% |
| 5Y | +413.8% | -3.3% | +417.2% | +392.0% |
| 10Y | +309.6% | +162.1% | +147.5% | +220.1% |
| All | +3,442.5% | +10,816.8% | -7,374.3% | +1,721.9% |
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