+228.3%
WAT vs CG
+278.5%
-50.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.8% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +5.4% | +11.2% | -5.8% | +1.8% |
| 3M | +11.3% | -22.1% | +33.4% | +19.9% |
| 6M | +37.4% | -17.9% | +55.3% | +44.8% |
| YTD | +21.2% | -31.3% | +52.5% | +34.5% |
| 1Y | +21.3% | -24.0% | +45.3% | +30.2% |
| 3Y | +83.4% | +45.0% | +38.4% | +53.6% |
| 5Y | +29.0% | -22.6% | +51.6% | +26.3% |
| All | +228.3% | +278.5% | -50.1% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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