+362.4%
CFG vs WAT
+306.5%
+55.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +1.5% | -1.3% | +2.8% | +2.2% |
| 30D | -3.8% | +2.3% | -6.2% | -5.1% |
| 3M | +11.5% | +8.7% | +2.7% | +6.6% |
| 6M | +19.2% | +28.3% | -9.1% | +3.7% |
| YTD | +23.7% | +7.8% | +15.9% | +16.6% |
| 1Y | +38.8% | +36.6% | +2.2% | +15.0% |
| 3Y | +178.9% | +45.7% | +133.2% | +109.7% |
| 5Y | +101.8% | -3.3% | +105.1% | +86.5% |
| 10Y | +317.3% | +162.1% | +155.2% | +103.4% |
| All | +362.4% | +306.5% | +55.9% | +84.0% |
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