+105.1%
CTVA vs WAT
-4.9%
+110.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -5.8% | -1.8% | -4.0% | -5.5% |
| 30D | +11.1% | -1.7% | +12.8% | +11.3% |
| 3M | +13.2% | +9.1% | +4.2% | +11.3% |
| 6M | +8.7% | +32.4% | -23.7% | +2.4% |
| YTD | +27.3% | +6.6% | +20.7% | +24.7% |
| 1Y | +18.0% | +34.7% | -16.7% | +9.5% |
| 3Y | +76.5% | +53.6% | +22.9% | +55.2% |
| 5Y | +105.1% | -4.1% | +109.2% | +97.4% |
| All | +105.1% | -4.9% | +110.0% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling