+1,966.0%
CL vs WAT
+12,102.7%
-10,136.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.4% |
| 30D | +11.4% | +5.0% | +6.4% | +10.6% |
| 3M | +4.4% | +14.5% | -10.1% | +2.6% |
| 6M | +10.8% | +30.9% | -20.1% | +6.9% |
| YTD | +25.1% | +20.5% | +4.7% | +21.4% |
| 1Y | +28.0% | +23.3% | +4.7% | +23.8% |
| 3Y | +37.6% | +81.5% | -43.9% | +25.0% |
| 5Y | +39.7% | +33.4% | +6.3% | +30.6% |
| 10Y | +75.8% | +231.5% | -155.7% | +45.6% |
| All | +1,966.0% | +12,102.7% | -10,136.7% | +1,208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling