+3,316.6%
CI vs WAT
+12,612.0%
-9,295.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.2% |
| 7D | +0.1% | +6.0% | -5.9% | -1.1% |
| 30D | +4.7% | +9.9% | -5.2% | +2.6% |
| 3M | +5.2% | +17.2% | -11.9% | +1.7% |
| 6M | +3.8% | +34.2% | -30.4% | -2.8% |
| YTD | +9.2% | +25.5% | -16.3% | +2.8% |
| 1Y | +14.3% | +28.3% | -14.0% | +7.0% |
| 3Y | +8.4% | +88.4% | -79.9% | -8.9% |
| 5Y | +50.0% | +36.1% | +13.9% | +33.0% |
| 10Y | +142.2% | +234.8% | -92.6% | +76.1% |
| All | +3,316.6% | +12,612.0% | -9,295.4% | +1,787.2% |
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