+1.4%
CCL vs WAT
-3.2%
+4.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -5.0% | -1.3% | -3.8% | -4.5% |
| 30D | -20.3% | +2.3% | -22.7% | -21.3% |
| 3M | -15.1% | +8.7% | -23.9% | -18.7% |
| 6M | -15.1% | +28.3% | -43.4% | -25.4% |
| YTD | -21.8% | +7.8% | -29.6% | -25.8% |
| 1Y | -24.8% | +36.6% | -61.4% | -37.0% |
| 3Y | +51.9% | +45.7% | +6.2% | +14.2% |
| All | +1.4% | -3.2% | +4.6% | -20.9% |
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 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