+234.8%
WAT vs CP
+261.0%
-26.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.2% |
| 7D | +6.0% | +2.8% | +3.3% | +4.7% |
| 30D | +9.9% | +11.3% | -1.4% | +4.5% |
| 3M | +17.2% | +2.9% | +14.3% | +15.4% |
| 6M | +34.2% | +9.8% | +24.5% | +27.8% |
| YTD | +25.5% | +28.5% | -3.0% | +10.1% |
| 1Y | +28.3% | +33.5% | -5.2% | +10.5% |
| 3Y | +88.4% | +31.9% | +56.4% | +61.2% |
| 5Y | +36.1% | +25.5% | +10.6% | +17.6% |
| 10Y | +234.8% | +257.6% | -22.8% | +92.1% |
| All | +234.8% | +261.0% | -26.2% | +92.1% |
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