+63.2%
CME vs WAT
+74.7%
-11.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | +0.9% | -1.1% | +2.0% | +0.9% |
| 30D | +13.2% | +5.0% | +8.2% | +13.5% |
| 3M | +16.3% | +14.5% | +1.8% | +17.0% |
| 6M | +7.1% | +30.9% | -23.8% | +8.5% |
| YTD | +15.8% | +20.5% | -4.6% | +17.3% |
| 1Y | +17.1% | +23.3% | -6.2% | +18.6% |
| 3Y | +63.2% | +81.5% | -18.3% | +66.3% |
| All | +63.2% | +74.7% | -11.6% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling