+447.9%
WAT vs CG
+281.3%
+166.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | -1.1% | -1.2% | +0.1% | -0.8% |
| 30D | +5.0% | +5.0% | -0.1% | +3.3% |
| 3M | +14.5% | -18.2% | +32.7% | +20.8% |
| 6M | +30.9% | -20.7% | +51.6% | +38.8% |
| YTD | +20.5% | -31.4% | +51.9% | +32.6% |
| 1Y | +23.3% | -22.3% | +45.5% | +30.7% |
| 3Y | +81.5% | +50.2% | +31.3% | +54.2% |
| 5Y | +33.4% | -22.1% | +55.4% | +30.9% |
| 10Y | +231.5% | +295.5% | -64.0% | +113.7% |
| All | +447.9% | +281.3% | +166.6% | +246.9% |
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