+77.2%
CME vs WAT
-4.5%
+81.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -2.9% | -0.7% | -2.1% | -2.8% |
| 30D | +5.5% | -1.0% | +6.5% | +5.5% |
| 3M | +11.0% | +10.9% | +0.1% | +10.5% |
| 6M | -9.7% | +33.2% | -42.9% | -11.0% |
| YTD | +4.9% | +6.1% | -1.2% | +4.6% |
| 1Y | +10.1% | +30.2% | -20.2% | +8.2% |
| 3Y | +53.5% | +52.9% | +0.6% | +43.8% |
| 5Y | +77.2% | -5.1% | +82.3% | +78.0% |
| All | +77.2% | -4.5% | +81.6% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling