-5.7%
CMG vs WAT
-4.9%
-0.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -6.5% | -1.8% | -4.7% | -6.0% |
| 30D | +12.1% | -1.7% | +13.8% | +12.6% |
| 3M | +20.6% | +9.1% | +11.5% | +17.2% |
| 6M | +2.1% | +32.4% | -30.3% | -6.8% |
| YTD | -2.6% | +6.6% | -9.2% | -5.8% |
| 1Y | -8.7% | +34.7% | -43.4% | -17.8% |
| 3Y | -7.4% | +53.6% | -61.0% | -24.7% |
| 5Y | -5.7% | -4.1% | -1.6% | -7.1% |
| All | -5.7% | -4.9% | -0.8% | -7.1% |
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