+218.9%
CTVA vs WAT
+95.2%
+123.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -4.7% | -2.9% | -1.8% | -3.8% |
| 30D | +11.1% | -3.2% | +14.3% | +12.1% |
| 3M | +13.7% | +10.6% | +3.1% | +10.1% |
| 6M | +11.2% | +34.0% | -22.8% | +0.5% |
| YTD | +26.9% | +5.7% | +21.2% | +22.9% |
| 1Y | +18.8% | +37.1% | -18.3% | +4.6% |
| 3Y | +75.9% | +52.4% | +23.6% | +40.9% |
| 5Y | +105.2% | -4.4% | +109.6% | +98.8% |
| All | +218.9% | +95.2% | +123.7% | +78.7% |
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