+160.7%
CNH vs WAT
+156.2%
+4.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +1.8% | -1.8% | +3.6% | +2.7% |
| 30D | +32.6% | -1.7% | +34.3% | +33.6% |
| 3M | +29.4% | +9.1% | +20.4% | +24.0% |
| 6M | +26.0% | +32.4% | -6.5% | +9.0% |
| YTD | +52.2% | +6.6% | +45.6% | +44.6% |
| 1Y | +23.9% | +34.7% | -10.8% | +4.3% |
| 3Y | +10.1% | +53.6% | -43.5% | -18.3% |
| 5Y | +13.2% | -4.1% | +17.2% | +5.9% |
| 10Y | +160.7% | +167.9% | -7.2% | +33.3% |
| All | +160.7% | +156.2% | +4.4% | +33.3% |
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