+167.9%
WAT vs CG
+324.5%
-156.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.7% |
| 7D | -1.8% | -6.4% | +4.6% | +0.3% |
| 30D | -1.7% | -7.1% | +5.4% | +0.5% |
| 3M | +9.1% | -1.6% | +10.7% | +9.1% |
| 6M | +32.4% | -8.3% | +40.8% | +35.4% |
| YTD | +6.6% | -23.8% | +30.4% | +14.8% |
| 1Y | +34.7% | -28.7% | +63.4% | +47.4% |
| 3Y | +53.6% | +49.2% | +4.4% | +28.1% |
| 5Y | -4.1% | +5.5% | -9.6% | -14.5% |
| 10Y | +167.9% | +331.2% | -163.4% | +74.2% |
| All | +167.9% | +324.5% | -156.6% | +74.2% |
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