+246.7%
CB vs WAT
+230.7%
+16.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | +7.3% | +9.0% | -1.7% | +5.1% |
| 3M | +7.0% | +13.5% | -6.4% | +3.7% |
| 6M | +16.3% | +35.3% | -18.9% | +7.7% |
| YTD | +19.7% | +24.0% | -4.2% | +12.3% |
| 1Y | +27.8% | +22.0% | +5.8% | +20.2% |
| 3Y | +72.0% | +84.0% | -12.0% | +36.1% |
| 5Y | +104.9% | +34.4% | +70.5% | +76.1% |
| 10Y | +246.7% | +231.4% | +15.3% | +116.5% |
| All | +246.7% | +230.7% | +16.0% | +116.5% |
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