+32.3%
CTVA vs WAT
+31.1%
+1.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.8% | -22.5% | -24.0% |
| 7D | -23.7% | +2.0% | -25.7% | -23.9% |
| 30D | -31.2% | +7.7% | -38.9% | -32.1% |
| 3M | -18.7% | +11.1% | -29.8% | -20.4% |
| 6M | -25.5% | +31.2% | -56.7% | -29.4% |
| YTD | -8.0% | +21.7% | -29.7% | -12.1% |
| 1Y | -7.0% | +19.3% | -26.3% | -10.9% |
| 3Y | +45.2% | +80.6% | -35.4% | +23.5% |
| 5Y | +32.3% | +29.5% | +2.7% | +20.0% |
| All | +32.3% | +31.1% | +1.2% | +20.0% |
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 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