+72.4%
CB vs WAT
+86.6%
-14.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | +7.3% | +9.0% | -1.7% | +7.0% |
| 3M | +7.0% | +13.5% | -6.4% | +6.5% |
| 6M | +16.3% | +35.3% | -18.9% | +14.9% |
| YTD | +19.7% | +24.0% | -4.2% | +18.8% |
| 1Y | +27.8% | +22.0% | +5.8% | +26.9% |
| All | +72.4% | +86.6% | -14.2% | +72.4% |
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