+150.3%
CI vs WAT
+228.2%
-77.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | +2.6% | +3.4% | -0.8% | +1.7% |
| 30D | +7.3% | +9.6% | -2.3% | +4.7% |
| 3M | +9.5% | +15.5% | -6.0% | +5.2% |
| 6M | +6.4% | +33.9% | -27.5% | -2.1% |
| YTD | +12.0% | +25.2% | -13.2% | +3.9% |
| 1Y | +20.1% | +26.3% | -6.2% | +11.0% |
| 3Y | +9.6% | +85.8% | -76.2% | -15.5% |
| 5Y | +52.7% | +35.3% | +17.4% | +28.9% |
| 10Y | +150.3% | +231.8% | -81.5% | +36.5% |
| All | +150.3% | +228.2% | -77.9% | +36.5% |
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