-88.2%
CDE vs WAT
+10,694.9%
-10,783.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | +15.7% | -1.7% | +17.4% | +16.2% |
| 3M | +30.5% | +9.1% | +21.4% | +28.4% |
| 6M | -7.4% | +32.4% | -39.8% | -12.6% |
| YTD | +17.9% | +6.6% | +11.3% | +15.8% |
| 1Y | +46.7% | +34.7% | +12.0% | +37.0% |
| 3Y | +851.3% | +53.6% | +797.7% | +759.9% |
| 5Y | +202.9% | -4.1% | +207.0% | +196.8% |
| 10Y | +58.2% | +167.9% | -109.7% | +28.1% |
| All | -88.2% | +10,694.9% | -10,783.1% | -92.2% |
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 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