+226.2%
WAT vs CP
+253.8%
-27.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.8% |
| 7D | -1.1% | +2.8% | -3.9% | -2.4% |
| 30D | +5.0% | +10.2% | -5.3% | +0.2% |
| 3M | +14.5% | +2.4% | +12.1% | +12.9% |
| 6M | +30.9% | +7.7% | +23.3% | +25.7% |
| YTD | +20.5% | +26.0% | -5.5% | +6.6% |
| 1Y | +23.3% | +34.6% | -11.3% | +5.6% |
| 3Y | +81.5% | +26.7% | +54.8% | +58.2% |
| 5Y | +33.4% | +24.9% | +8.5% | +15.5% |
| All | +226.2% | +253.8% | -27.6% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling