+89.6%
CL vs WAT
+222.4%
-132.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +3.2% | +0.6% | +2.6% | +3.1% |
| 30D | +8.0% | +5.4% | +2.6% | +7.0% |
| 3M | +7.9% | +11.3% | -3.4% | +5.8% |
| 6M | +14.7% | +37.4% | -22.7% | +8.5% |
| YTD | +29.2% | +21.2% | +8.0% | +23.9% |
| 1Y | +29.5% | +21.3% | +8.2% | +24.2% |
| 3Y | +40.7% | +83.4% | -42.7% | +21.0% |
| 5Y | +43.9% | +29.0% | +14.9% | +31.5% |
| All | +89.6% | +222.4% | -132.8% | +37.0% |
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