+176.4%
CNC vs WAT
+222.4%
-46.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | +1.6% | +5.4% | -3.8% | -0.3% |
| 3M | +7.9% | +11.3% | -3.4% | +4.0% |
| 6M | +21.2% | +37.4% | -16.2% | +8.4% |
| YTD | +73.2% | +21.2% | +52.0% | +59.6% |
| 1Y | +97.5% | +21.3% | +76.1% | +82.0% |
| 3Y | -1.2% | +83.4% | -84.6% | -25.6% |
| 5Y | -6.1% | +29.0% | -35.0% | -20.7% |
| All | +176.4% | +222.4% | -46.0% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling