-31.6%
CRCL vs WAT
+32.9%
-64.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | -6.8% | -1.9% | -4.9% | -6.8% |
| 30D | -8.6% | +6.2% | -14.9% | -8.5% |
| 3M | +20.3% | +18.1% | +2.3% | +21.2% |
| 6M | -36.3% | +54.9% | -91.2% | -33.0% |
| YTD | -4.0% | +23.1% | -27.1% | -2.3% |
| 1Y | -31.6% | +27.3% | -58.9% | -31.9% |
| All | -31.6% | +32.9% | -64.5% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling