+15.6%
CL vs WAT
+34.0%
-18.4%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | -0.1% |
| 7D | +5.9% | -5.6% | +11.6% | +5.9% |
| 30D | +13.8% | +3.8% | +9.9% | +13.4% |
| 3M | +6.4% | +13.3% | -6.9% | +6.2% |
| 6M | +15.6% | +32.2% | -16.6% | +15.4% |
| All | +15.6% | +34.0% | -18.4% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling