+1.3%
WAT vs CGNX
-25.4%
+26.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.7% |
| 7D | -0.3% | +3.2% | -3.4% | -1.0% |
| 30D | -1.9% | +6.0% | -7.9% | -3.5% |
| 3M | +13.5% | +3.5% | +10.0% | +11.7% |
| 6M | +37.2% | +26.3% | +10.9% | +28.1% |
| YTD | +7.5% | +79.2% | -71.7% | -10.9% |
| 1Y | +35.0% | +43.8% | -8.8% | +18.2% |
| 3Y | +55.1% | +52.0% | +3.1% | +25.1% |
| All | +1.3% | -25.4% | +26.7% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling