+3,324.4%
CI vs WAT
+12,225.3%
-8,900.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | -1.7% | +2.0% | -3.7% | -2.1% |
| 30D | +4.9% | +7.7% | -2.8% | +3.2% |
| 3M | +7.4% | +11.1% | -3.7% | +4.9% |
| 6M | +0.4% | +31.2% | -30.8% | -5.6% |
| YTD | +9.5% | +21.7% | -12.2% | +3.7% |
| 1Y | +12.0% | +19.3% | -7.4% | +6.4% |
| 3Y | +7.1% | +80.6% | -73.5% | -9.2% |
| 5Y | +49.3% | +29.5% | +19.8% | +33.7% |
| 10Y | +146.6% | +225.3% | -78.7% | +80.4% |
| All | +3,324.4% | +12,225.3% | -8,900.9% | +1,803.4% |
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