+278.8%
CME vs WAT
+156.2%
+122.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.4% |
| 7D | -1.1% | -1.8% | +0.7% | -0.8% |
| 30D | +4.2% | -1.7% | +5.9% | +4.4% |
| 3M | +7.3% | +9.1% | -1.7% | +5.4% |
| 6M | -11.4% | +32.4% | -43.8% | -16.6% |
| YTD | +3.5% | +6.6% | -3.0% | +1.3% |
| 1Y | +8.6% | +34.7% | -26.1% | +0.8% |
| 3Y | +51.6% | +53.6% | -2.0% | +28.4% |
| 5Y | +75.3% | -4.1% | +79.3% | +69.9% |
| 10Y | +278.8% | +167.9% | +111.0% | +143.9% |
| All | +278.8% | +156.2% | +122.6% | +143.9% |
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