+1,339.5%
CRS vs WAT
+166.5%
+1,173.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -4.1% | -2.9% | -1.2% | -2.7% |
| 30D | -16.6% | -3.2% | -13.4% | -15.3% |
| 3M | -14.3% | +10.6% | -24.9% | -18.9% |
| 6M | +11.6% | +34.0% | -22.5% | -5.3% |
| YTD | +42.6% | +5.7% | +36.8% | +35.4% |
| 1Y | +81.8% | +37.1% | +44.8% | +49.7% |
| 3Y | +632.1% | +52.4% | +579.7% | +429.6% |
| 5Y | +1,401.6% | -4.4% | +1,406.1% | +1,301.4% |
| All | +1,339.5% | +166.5% | +1,173.0% | +659.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling