+3,147.4%
CI vs WAT
+10,816.8%
-7,669.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +1.3% | -1.3% | +2.6% | +1.6% |
| 30D | +4.4% | +2.3% | +2.1% | +3.9% |
| 3M | +0.7% | +8.7% | -8.1% | -1.3% |
| 6M | +0.3% | +28.3% | -28.0% | -5.5% |
| YTD | +3.8% | +7.8% | -4.0% | +0.9% |
| 1Y | -5.5% | +36.6% | -42.1% | -12.8% |
| 3Y | +8.1% | +45.7% | -37.6% | -4.3% |
| 5Y | +42.8% | -3.3% | +46.1% | +36.0% |
| 10Y | +143.9% | +162.1% | -18.2% | +86.0% |
| All | +3,147.4% | +10,816.8% | -7,669.4% | +1,752.7% |
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