+5,066.6%
CB vs WAT
+10,816.8%
-5,750.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | -3.1% | +2.3% | -5.5% | -3.7% |
| 3M | +9.0% | +8.7% | +0.2% | +6.7% |
| 6M | +2.9% | +28.3% | -25.5% | -3.4% |
| YTD | +10.1% | +7.8% | +2.3% | +6.9% |
| 1Y | +22.8% | +36.6% | -13.8% | +12.9% |
| 3Y | +73.8% | +45.7% | +28.1% | +52.7% |
| 5Y | +99.2% | -3.3% | +102.5% | +89.0% |
| 10Y | +218.2% | +162.1% | +56.1% | +138.0% |
| All | +5,066.6% | +10,816.8% | -5,750.2% | +2,049.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling