+85.8%
WAT vs CP
+31.7%
+54.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +3.4% | +2.8% | +0.6% | +2.2% |
| 30D | +9.6% | +11.0% | -1.4% | +4.7% |
| 3M | +15.5% | +3.8% | +11.6% | +13.4% |
| 6M | +33.9% | +9.5% | +24.4% | +27.9% |
| YTD | +25.2% | +28.2% | -3.0% | +9.9% |
| 1Y | +26.3% | +33.0% | -6.7% | +8.7% |
| 3Y | +85.8% | +35.5% | +50.3% | +50.1% |
| All | +85.8% | +31.7% | +54.1% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling