+19.3%
WAT vs CAI
-11.0%
+30.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.8% |
| 7D | -1.8% | -3.1% | +1.3% | -1.4% |
| 30D | -1.7% | +2.7% | -4.4% | -2.2% |
| 3M | +9.1% | +41.7% | -32.6% | +4.2% |
| 6M | +32.4% | +26.5% | +6.0% | +26.9% |
| YTD | +6.6% | -10.9% | +17.5% | +4.2% |
| 1Y | +34.7% | -29.2% | +63.9% | +32.6% |
| All | +19.3% | -11.0% | +30.3% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling