+68.0%
CNH vs WAT
+284.4%
-216.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.5% |
| 7D | +23.3% | -1.3% | +24.6% | +24.0% |
| 30D | +33.5% | +2.3% | +31.1% | +31.9% |
| 3M | +32.7% | +8.7% | +24.0% | +27.4% |
| 6M | +22.2% | +28.3% | -6.1% | +7.5% |
| YTD | +57.7% | +7.8% | +49.9% | +49.2% |
| 1Y | +28.0% | +36.6% | -8.6% | +7.5% |
| 3Y | +11.5% | +45.7% | -34.1% | -13.9% |
| 5Y | +11.9% | -3.3% | +15.2% | +4.0% |
| 10Y | +162.8% | +162.1% | +0.7% | +41.8% |
| All | +68.0% | +284.4% | -216.4% | -21.8% |
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 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