+27.3%
WAT vs CAI
+12.6%
+14.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.5% |
| 7D | -1.9% | -6.3% | +4.3% | -1.0% |
| 30D | +6.2% | +9.3% | -3.1% | +4.8% |
| 3M | +18.1% | +106.3% | -88.3% | +6.7% |
| 6M | +54.9% | +77.7% | -22.8% | +41.0% |
| YTD | +23.1% | +23.1% | 0.0% | +13.5% |
| 1Y | +27.3% | +6.5% | +20.8% | +18.1% |
| All | +27.3% | +12.6% | +14.7% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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