+35.0%
WAT vs CGNX
+45.2%
-10.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.4% |
| 7D | -0.3% | +3.2% | -3.4% | -0.5% |
| 30D | -1.9% | +6.0% | -7.9% | -2.4% |
| 3M | +13.5% | +3.5% | +10.0% | +13.1% |
| 6M | +37.2% | +26.3% | +10.9% | +35.2% |
| YTD | +7.5% | +79.2% | -71.7% | +3.6% |
| 1Y | +35.0% | +43.8% | -8.8% | +30.4% |
| All | +35.0% | +45.2% | -10.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling