+76.3%
CL vs WAT
+232.2%
-155.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.7% | +0.8% |
| 7D | +0.5% | +6.0% | -5.5% | -0.4% |
| 30D | +11.6% | +9.9% | +1.7% | +9.8% |
| 3M | +5.6% | +17.2% | -11.6% | +2.8% |
| 6M | +13.2% | +34.2% | -21.1% | +7.4% |
| YTD | +26.9% | +25.5% | +1.4% | +21.1% |
| 1Y | +27.3% | +28.3% | -0.9% | +21.0% |
| 3Y | +39.7% | +88.4% | -48.6% | +19.7% |
| 5Y | +41.3% | +36.1% | +5.2% | +27.8% |
| 10Y | +76.3% | +234.8% | -158.5% | +27.0% |
| All | +76.3% | +232.2% | -155.9% | +27.0% |
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