+6,781.2%
CME vs WAT
+1,525.2%
+5,256.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | +6.2% | +2.3% | +3.9% | +5.3% |
| 3M | +10.4% | +8.7% | +1.7% | +7.0% |
| 6M | -9.5% | +28.3% | -37.8% | -17.8% |
| YTD | +6.0% | +7.8% | -1.8% | +1.2% |
| 1Y | +9.3% | +36.6% | -27.3% | -4.2% |
| 3Y | +57.7% | +45.7% | +12.0% | +26.1% |
| 5Y | +77.7% | -3.3% | +81.0% | +61.3% |
| 10Y | +281.2% | +162.1% | +119.1% | +117.7% |
| All | +6,781.2% | +1,525.2% | +5,256.0% | +2,002.8% |
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