+37.4%
CAVA vs WAT
+53.9%
-16.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | -3.7% | -1.0% | -2.7% | -3.3% |
| 3M | -18.3% | +10.9% | -29.2% | -20.9% |
| 6M | -23.5% | +33.2% | -56.7% | -30.5% |
| YTD | +2.5% | +6.1% | -3.6% | -0.7% |
| 1Y | -8.0% | +30.2% | -38.2% | -17.0% |
| 3Y | +53.5% | +52.9% | +0.6% | +24.1% |
| All | +37.4% | +53.9% | -16.5% | +11.3% |
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 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