-34.0%
CCL vs WAT
+222.4%
-256.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.5% |
| 30D | +13.1% | +5.4% | +7.7% | +9.7% |
| 3M | +3.4% | +11.3% | -7.9% | -3.3% |
| 6M | +18.7% | +37.4% | -18.7% | -2.6% |
| YTD | -2.3% | +21.2% | -23.4% | -14.8% |
| 1Y | +14.2% | +21.3% | -7.1% | -0.6% |
| 3Y | +133.6% | +83.4% | +50.2% | +41.9% |
| 5Y | +33.5% | +29.0% | +4.5% | +1.3% |
| All | -34.0% | +222.4% | -256.5% | -72.0% |
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