+21.3%
WAT vs CAI
-6.2%
+27.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.2% |
| 7D | +0.6% | -8.7% | +9.3% | +2.1% |
| 30D | +5.4% | -23.8% | +29.3% | +9.9% |
| 3M | +11.3% | +3.9% | +7.4% | +10.6% |
| 6M | +37.4% | +56.8% | -19.4% | +27.2% |
| YTD | +21.2% | -14.6% | +35.8% | +18.1% |
| 1Y | +21.3% | -5.2% | +26.5% | +16.4% |
| All | +21.3% | -6.2% | +27.5% | +16.4% |
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 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