+34.8%
CNH vs WAT
+329.6%
-294.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.3% |
| 7D | -1.7% | -1.1% | -0.6% | -1.2% |
| 30D | -7.2% | +5.0% | -12.2% | -9.5% |
| 3M | +6.5% | +14.5% | -7.9% | -0.3% |
| 6M | +7.9% | +30.9% | -23.0% | -5.6% |
| YTD | +26.6% | +20.5% | +6.1% | +13.4% |
| 1Y | +13.8% | +23.3% | -9.5% | +0.8% |
| 3Y | +9.2% | +81.5% | -72.3% | -24.3% |
| 5Y | -15.6% | +33.4% | -49.0% | -33.4% |
| 10Y | +119.2% | +231.5% | -112.3% | +7.8% |
| All | +34.8% | +329.6% | -294.8% | -40.5% |
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