+152.6%
WAT vs CP
+219.6%
-67.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -0.7% | +2.4% | -3.1% | -1.8% |
| 30D | -1.0% | -0.5% | -0.4% | -0.8% |
| 3M | +10.9% | +1.4% | +9.5% | +9.9% |
| 6M | +33.2% | +10.3% | +22.9% | +26.5% |
| YTD | +6.1% | +24.3% | -18.2% | -5.3% |
| 1Y | +30.2% | +20.4% | +9.8% | +17.9% |
| 3Y | +52.9% | +21.8% | +31.1% | +36.1% |
| 5Y | -5.1% | +31.5% | -36.6% | -19.7% |
| 10Y | +152.6% | +223.2% | -70.6% | +46.5% |
| All | +152.6% | +219.6% | -67.0% | +46.5% |
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