+49.5%
CNH vs WAT
+347.6%
-298.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +9.0% |
| 7D | +8.6% | +6.0% | +2.5% | +5.9% |
| 30D | +12.6% | +9.9% | +2.7% | +7.8% |
| 3M | +17.5% | +17.2% | +0.3% | +9.0% |
| 6M | +18.1% | +34.2% | -16.1% | +2.3% |
| YTD | +40.4% | +25.5% | +14.9% | +23.7% |
| 1Y | +34.0% | +28.3% | +5.7% | +16.8% |
| 3Y | +35.3% | +88.4% | -53.1% | -7.4% |
| 5Y | -5.1% | +36.1% | -41.2% | -25.6% |
| 10Y | +124.0% | +234.8% | -110.8% | +9.5% |
| All | +49.5% | +347.6% | -298.0% | -35.2% |
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