+26.3%
CL vs WAT
+23.9%
+2.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | +9.5% | +9.0% | +0.6% | +9.0% |
| 3M | +6.8% | +13.5% | -6.7% | +6.1% |
| 6M | +14.3% | +35.3% | -21.0% | +12.5% |
| YTD | +27.0% | +24.0% | +3.0% | +23.6% |
| 1Y | +26.3% | +22.0% | +4.3% | +23.1% |
| All | +26.3% | +23.9% | +2.4% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling