+19.6%
CME vs WAT
+32.9%
-13.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.6% |
| 7D | +4.8% | -1.9% | +6.8% | +4.6% |
| 30D | +14.2% | +6.2% | +7.9% | +15.0% |
| 3M | +17.9% | +18.1% | -0.1% | +20.4% |
| 6M | +7.2% | +54.9% | -47.7% | +12.7% |
| YTD | +16.7% | +23.1% | -6.4% | +20.0% |
| 1Y | +19.6% | +27.3% | -7.7% | +22.8% |
| All | +19.6% | +32.9% | -13.4% | +22.8% |
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