-14.9%
CNH vs WAT
+32.4%
-47.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.4% |
| 7D | -1.7% | -1.1% | -0.6% | -1.3% |
| 30D | -7.2% | +5.0% | -12.2% | -9.0% |
| 3M | +6.5% | +14.5% | -7.9% | +1.0% |
| 6M | +7.9% | +30.9% | -23.0% | -3.1% |
| YTD | +26.6% | +20.5% | +6.1% | +16.0% |
| 1Y | +13.8% | +23.3% | -9.5% | +3.3% |
| 3Y | +9.2% | +81.5% | -72.3% | -19.0% |
| All | -14.9% | +32.4% | -47.2% | -27.8% |
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 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