+307.8%
WAT vs CDW
+903.1%
-595.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -1.3% | +3.2% | -4.5% | -2.5% |
| 30D | +2.3% | +9.3% | -6.9% | -1.3% |
| 3M | +8.7% | +9.8% | -1.1% | +3.7% |
| 6M | +28.3% | +23.3% | +5.0% | +14.4% |
| YTD | +7.8% | +13.7% | -5.9% | -1.2% |
| 1Y | +36.6% | -6.5% | +43.1% | +34.7% |
| 3Y | +45.7% | -25.2% | +70.9% | +54.6% |
| 5Y | -3.3% | -19.5% | +16.2% | -2.2% |
| 10Y | +162.1% | +285.8% | -123.7% | +51.6% |
| All | +307.8% | +903.1% | -595.3% | +104.7% |
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 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