+137.3%
CTVA vs WAT
+123.7%
+13.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -20.8% | +0.6% | -21.3% | -20.8% |
| 30D | -29.6% | +5.4% | -35.0% | -30.7% |
| 3M | -16.9% | +11.3% | -28.2% | -19.7% |
| 6M | -24.3% | +37.4% | -61.7% | -31.5% |
| YTD | -5.6% | +21.2% | -26.8% | -12.4% |
| 1Y | -4.2% | +21.3% | -25.5% | -11.2% |
| 3Y | +43.3% | +83.4% | -40.1% | +8.2% |
| 5Y | +35.7% | +29.0% | +6.7% | +15.3% |
| All | +137.3% | +123.7% | +13.5% | +27.4% |
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