+246.7%
CB vs WAT
+228.2%
+18.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +0.7% | +3.4% | -2.7% | -0.1% |
| 30D | +8.2% | +9.6% | -1.4% | +5.8% |
| 3M | +6.3% | +15.5% | -9.2% | +2.6% |
| 6M | +16.2% | +33.9% | -17.7% | +7.9% |
| YTD | +19.3% | +25.2% | -5.9% | +11.7% |
| 1Y | +29.2% | +26.3% | +2.9% | +20.5% |
| 3Y | +71.4% | +85.8% | -14.4% | +35.4% |
| 5Y | +104.2% | +35.3% | +69.0% | +75.4% |
| 10Y | +246.7% | +231.8% | +14.9% | +116.2% |
| All | +246.7% | +228.2% | +18.5% | +116.2% |
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