+23.3%
CAVA vs WAT
+53.4%
-30.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.2% |
| 7D | -12.4% | -2.9% | -9.6% | -11.6% |
| 30D | -11.2% | -3.2% | -8.0% | -10.3% |
| 3M | -33.8% | +10.6% | -44.4% | -35.8% |
| 6M | -32.5% | +34.0% | -66.6% | -38.9% |
| YTD | -8.0% | +5.7% | -13.7% | -10.8% |
| 1Y | -17.1% | +37.1% | -54.2% | -26.6% |
| 3Y | +37.8% | +52.4% | -14.6% | +11.5% |
| All | +23.3% | +53.4% | -30.1% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling