+13.1%
CNH vs WAT
-3.2%
+16.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.4% |
| 7D | +23.3% | -1.3% | +24.6% | +23.8% |
| 30D | +33.5% | +2.3% | +31.1% | +32.2% |
| 3M | +32.7% | +8.7% | +24.0% | +28.5% |
| 6M | +22.2% | +28.3% | -6.1% | +10.4% |
| YTD | +57.7% | +7.8% | +49.9% | +51.1% |
| 1Y | +28.0% | +36.6% | -8.6% | +11.4% |
| 3Y | +11.5% | +45.7% | -34.1% | -8.6% |
| All | +13.1% | -3.2% | +16.3% | -2.6% |
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 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