+140.4%
CI vs WAT
+153.6%
-13.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -1.8% | -1.0% | -0.8% | -1.7% |
| 3M | -4.2% | +10.9% | -15.1% | -7.0% |
| 6M | +2.7% | +33.2% | -30.5% | -6.0% |
| YTD | +1.9% | +6.1% | -4.2% | -1.1% |
| 1Y | -6.3% | +30.2% | -36.5% | -14.7% |
| 3Y | +3.9% | +52.9% | -49.0% | -15.4% |
| 5Y | +41.9% | -5.1% | +47.0% | +36.2% |
| 10Y | +140.4% | +152.6% | -12.2% | +42.6% |
| All | +140.4% | +153.6% | -13.2% | +42.6% |
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