-32.2%
CRCL vs WAT
+38.4%
-70.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.3% |
| 7D | -11.2% | -0.3% | -11.0% | -11.2% |
| 30D | +27.1% | -1.9% | +29.0% | +26.9% |
| 3M | +9.6% | +13.5% | -3.9% | +10.6% |
| 6M | -19.7% | +37.2% | -56.9% | -16.8% |
| YTD | +14.2% | +7.5% | +6.7% | +17.1% |
| 1Y | -32.2% | +35.0% | -67.2% | -35.0% |
| All | -32.2% | +38.4% | -70.6% | -35.0% |
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