+4,405.6%
CNC vs WAT
+1,011.8%
+3,393.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.1% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | -1.8% | -1.0% | -0.8% | -1.5% |
| 3M | -0.7% | +10.9% | -11.6% | -4.5% |
| 6M | +47.9% | +33.2% | +14.8% | +31.7% |
| YTD | +56.9% | +6.1% | +50.9% | +50.6% |
| 1Y | +123.9% | +30.2% | +93.7% | +98.9% |
| 3Y | -1.3% | +52.9% | -54.1% | -20.7% |
| 5Y | +2.8% | -5.1% | +7.9% | -4.0% |
| 10Y | +90.9% | +152.6% | -61.8% | +18.0% |
| All | +4,405.6% | +1,011.8% | +3,393.8% | +1,516.5% |
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