+289.0%
CCL vs WAT
+12,102.7%
-11,813.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +3.1% | -1.1% | +4.2% | +3.5% |
| 30D | +13.7% | +5.0% | +8.7% | +11.8% |
| 3M | +3.8% | +14.5% | -10.7% | -1.0% |
| 6M | +9.3% | +30.9% | -21.7% | -0.8% |
| YTD | -1.1% | +20.5% | -21.6% | -8.0% |
| 1Y | +14.6% | +23.3% | -8.7% | +5.7% |
| 3Y | +146.4% | +81.5% | +64.9% | +94.4% |
| 5Y | +21.9% | +33.4% | -11.5% | +6.3% |
| 10Y | -29.4% | +231.5% | -260.9% | -52.5% |
| All | +289.0% | +12,102.7% | -11,813.7% | +44.0% |
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 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