+390.2%
WAT vs CG
+351.2%
+39.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -1.3% | -4.3% | +3.0% | 0.0% |
| 30D | +2.3% | -5.1% | +7.4% | +3.8% |
| 3M | +8.7% | +8.7% | +0.1% | +5.7% |
| 6M | +28.3% | -9.2% | +37.5% | +31.4% |
| YTD | +7.8% | -18.9% | +26.6% | +13.4% |
| 1Y | +36.6% | -25.6% | +62.2% | +46.6% |
| 3Y | +45.7% | +57.3% | -11.6% | +22.3% |
| 5Y | -3.3% | +10.2% | -13.5% | -13.6% |
| 10Y | +162.1% | +364.2% | -202.1% | +61.7% |
| All | +390.2% | +351.2% | +39.0% | +196.7% |
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