+10,521.9%
WAT vs CGNX
+863.9%
+9,658.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.9% | +1.5% | -4.4% | -3.2% |
| 30D | -3.2% | -1.8% | -1.4% | -3.0% |
| 3M | +10.6% | +5.3% | +5.3% | +8.5% |
| 6M | +34.0% | +22.3% | +11.7% | +26.9% |
| YTD | +5.7% | +72.2% | -66.4% | -9.2% |
| 1Y | +37.1% | +39.8% | -2.8% | +22.5% |
| 3Y | +52.4% | +44.8% | +7.6% | +31.6% |
| 5Y | -4.4% | -27.0% | +22.6% | -6.0% |
| 10Y | +165.8% | +177.7% | -11.9% | +87.9% |
| All | +10,521.9% | +863.9% | +9,658.0% | +4,340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling