+74.9%
CB vs WAT
+82.3%
-7.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +2.9% | +0.6% | +2.4% | +2.9% |
| 30D | +7.3% | +5.4% | +1.9% | +7.1% |
| 3M | +9.4% | +11.3% | -1.9% | +9.0% |
| 6M | +19.6% | +37.4% | -17.8% | +18.0% |
| YTD | +21.5% | +21.2% | +0.3% | +20.6% |
| 1Y | +28.0% | +21.3% | +6.7% | +27.0% |
| 3Y | +74.9% | +83.4% | -8.5% | +75.1% |
| All | +74.9% | +82.3% | -7.5% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling