+300.3%
CME vs WAT
+223.8%
+76.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +2.7% | +2.0% | +0.7% | +2.3% |
| 30D | +13.5% | +7.7% | +5.8% | +11.9% |
| 3M | +20.9% | +11.1% | +9.8% | +18.4% |
| 6M | +11.5% | +31.2% | -19.7% | +5.6% |
| YTD | +19.5% | +21.7% | -2.2% | +14.0% |
| 1Y | +17.2% | +19.3% | -2.1% | +12.2% |
| 3Y | +65.1% | +80.6% | -15.5% | +35.3% |
| 5Y | +73.1% | +29.5% | +43.6% | +53.7% |
| All | +300.3% | +223.8% | +76.4% | +147.7% |
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