+355.9%
WAT vs CDW
+933.5%
-577.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -1.1% | +2.1% | -3.2% | -2.1% |
| 30D | +5.0% | +14.7% | -9.8% | -0.7% |
| 3M | +14.5% | +11.1% | +3.4% | +8.7% |
| 6M | +30.9% | +45.6% | -14.7% | +10.0% |
| YTD | +20.5% | +17.1% | +3.4% | +8.2% |
| 1Y | +23.3% | +13.2% | +10.1% | +12.2% |
| 3Y | +81.5% | -22.2% | +103.7% | +88.0% |
| 5Y | +33.4% | -10.1% | +43.5% | +28.4% |
| 10Y | +231.5% | +307.0% | -75.5% | +86.5% |
| All | +355.9% | +933.5% | -577.6% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling