-41.7%
CCL vs WAT
+156.2%
-197.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.4% |
| 7D | -4.4% | -1.8% | -2.6% | -3.4% |
| 30D | -18.2% | -1.7% | -16.5% | -17.5% |
| 3M | -17.7% | +9.1% | -26.8% | -22.1% |
| 6M | -13.0% | +32.4% | -45.4% | -27.1% |
| YTD | -24.5% | +6.6% | -31.1% | -28.7% |
| 1Y | -26.9% | +34.7% | -61.6% | -40.6% |
| 3Y | +50.8% | +53.6% | -2.8% | +3.3% |
| 5Y | -0.9% | -4.1% | +3.2% | -8.6% |
| 10Y | -41.7% | +167.9% | -209.5% | -72.2% |
| All | -41.7% | +156.2% | -197.9% | -72.2% |
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