+52.4%
CL vs WAT
+161.1%
-108.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -4.8% | +2.3% | -7.2% | -5.2% |
| 3M | +4.9% | +8.7% | -3.8% | +3.3% |
| 6M | -5.7% | +28.3% | -34.0% | -10.0% |
| YTD | +14.4% | +7.8% | +6.6% | +12.0% |
| 1Y | +8.7% | +36.6% | -27.9% | +1.9% |
| 3Y | +30.0% | +45.7% | -15.7% | +16.9% |
| 5Y | +28.4% | -3.3% | +31.7% | +24.7% |
| All | +52.4% | +161.1% | -108.7% | +15.7% |
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 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