+7,418.1%
CME vs WAT
+1,716.6%
+5,701.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +0.9% | -1.1% | +2.0% | +1.2% |
| 30D | +13.2% | +5.0% | +8.2% | +11.3% |
| 3M | +16.3% | +14.5% | +1.8% | +11.0% |
| 6M | +7.1% | +30.9% | -23.8% | -2.6% |
| YTD | +15.8% | +20.5% | -4.6% | +6.4% |
| 1Y | +17.1% | +23.3% | -6.2% | +6.6% |
| 3Y | +63.2% | +81.5% | -18.3% | +21.2% |
| 5Y | +70.2% | +33.4% | +36.8% | +36.9% |
| 10Y | +337.0% | +231.5% | +105.5% | +129.9% |
| All | +7,418.1% | +1,716.6% | +5,701.5% | +2,112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling