+469.3%
WAT vs CG
+300.6%
+168.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +3.4% | +2.0% | +1.4% | +2.8% |
| 30D | +9.6% | +8.5% | +1.1% | +6.9% |
| 3M | +15.5% | -12.1% | +27.6% | +19.3% |
| 6M | +33.9% | -16.4% | +50.3% | +39.8% |
| YTD | +25.2% | -28.0% | +53.2% | +35.8% |
| 1Y | +26.3% | -18.9% | +45.2% | +32.3% |
| 3Y | +85.8% | +51.2% | +34.6% | +57.5% |
| 5Y | +35.3% | -15.9% | +51.2% | +30.0% |
| 10Y | +231.8% | +305.9% | -74.1% | +111.9% |
| All | +469.3% | +300.6% | +168.8% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling