+81.5%
WAT vs CDW
-21.8%
+103.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -1.1% | +2.1% | -3.2% | -1.7% |
| 30D | +5.0% | +14.7% | -9.8% | +1.3% |
| 3M | +14.5% | +11.1% | +3.4% | +10.9% |
| 6M | +30.9% | +45.6% | -14.7% | +15.7% |
| YTD | +20.5% | +17.1% | +3.4% | +12.1% |
| 1Y | +23.3% | +13.2% | +10.1% | +16.2% |
| 3Y | +81.5% | -22.2% | +103.7% | +81.7% |
| All | +81.5% | -21.8% | +103.2% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 3y: compounded portfolio wealth divided by compounded CDW 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…
3y analysis · Full analysis span regression · 6 months rolling