+299.5%
CME vs WAT
+232.2%
+67.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.2% |
| 7D | -0.6% | +6.0% | -6.6% | -1.6% |
| 30D | +8.5% | +9.9% | -1.4% | +6.7% |
| 3M | +16.0% | +17.2% | -1.1% | +12.6% |
| 6M | +9.3% | +34.2% | -24.9% | +3.2% |
| YTD | +15.3% | +25.5% | -10.2% | +9.4% |
| 1Y | +14.4% | +28.3% | -13.8% | +8.0% |
| 3Y | +59.9% | +88.4% | -28.4% | +29.8% |
| 5Y | +69.4% | +36.1% | +33.3% | +48.6% |
| 10Y | +299.5% | +234.8% | +64.7% | +145.8% |
| All | +299.5% | +232.2% | +67.3% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling