+103.2%
CB vs WAT
+32.4%
+70.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +0.2% | -1.1% | +1.4% | +0.3% |
| 30D | +9.1% | +5.0% | +4.1% | +8.5% |
| 3M | +3.4% | +14.5% | -11.1% | +1.8% |
| 6M | +14.1% | +30.9% | -16.8% | +10.5% |
| YTD | +18.0% | +20.5% | -2.5% | +15.1% |
| 1Y | +30.1% | +23.3% | +6.8% | +26.5% |
| 3Y | +71.8% | +81.5% | -9.7% | +51.4% |
| All | +103.2% | +32.4% | +70.8% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling