+280.6%
CME vs WAT
+156.2%
+124.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.6% | -1.8% | +1.2% | -0.3% |
| 30D | +4.7% | -1.7% | +6.4% | +4.9% |
| 3M | +7.8% | +9.1% | -1.2% | +5.9% |
| 6M | -11.0% | +32.4% | -43.4% | -16.2% |
| YTD | +4.0% | +6.6% | -2.6% | +1.8% |
| 1Y | +9.1% | +34.7% | -25.6% | +1.3% |
| 3Y | +52.3% | +53.6% | -1.3% | +29.0% |
| 5Y | +76.1% | -4.1% | +80.2% | +70.7% |
| 10Y | +280.6% | +167.9% | +112.7% | +145.0% |
| All | +280.6% | +156.2% | +124.4% | +145.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling