+247.9%
CB vs WAT
+223.8%
+24.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | 0.0% | +2.0% | -2.0% | -0.5% |
| 30D | +7.4% | +7.7% | -0.3% | +5.5% |
| 3M | +8.6% | +11.1% | -2.5% | +5.7% |
| 6M | +16.1% | +31.2% | -15.1% | +8.3% |
| YTD | +20.2% | +21.7% | -1.5% | +13.2% |
| 1Y | +27.2% | +19.3% | +7.9% | +20.2% |
| 3Y | +72.7% | +80.6% | -7.9% | +37.2% |
| 5Y | +105.9% | +29.5% | +76.4% | +79.1% |
| All | +247.9% | +223.8% | +24.1% | +118.0% |
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 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