+5.6%
CVS vs WAT
+32.9%
-27.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.7% | -14.2% | -12.5% |
| 7D | -11.1% | -1.9% | -9.2% | -11.1% |
| 30D | -7.4% | +6.2% | -13.7% | -7.5% |
| 3M | -22.9% | +18.1% | -40.9% | -23.1% |
| 6M | -1.2% | +54.9% | -56.1% | -2.6% |
| YTD | +3.9% | +23.1% | -19.3% | +6.8% |
| 1Y | +5.6% | +27.3% | -21.7% | +6.0% |
| All | +5.6% | +32.9% | -27.4% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling