+229.7%
WAT vs CP
+259.0%
-29.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.3% |
| 7D | +2.0% | +0.9% | +1.1% | +1.6% |
| 30D | +7.7% | +10.3% | -2.7% | +2.8% |
| 3M | +11.1% | +2.3% | +8.8% | +9.6% |
| 6M | +31.2% | +10.7% | +20.5% | +24.4% |
| YTD | +21.7% | +29.3% | -7.6% | +6.4% |
| 1Y | +19.3% | +31.5% | -12.1% | +3.5% |
| 3Y | +80.6% | +36.7% | +43.9% | +52.1% |
| 5Y | +29.5% | +26.8% | +2.7% | +11.4% |
| All | +229.7% | +259.0% | -29.3% | +90.5% |
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