+33.2%
WAT vs CP
+25.5%
+7.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.6% | +2.1% | -1.6% | -0.4% |
| 30D | +5.4% | +9.3% | -3.9% | +1.0% |
| 3M | +11.3% | +0.5% | +10.8% | +10.8% |
| 6M | +37.4% | +10.4% | +27.0% | +30.3% |
| YTD | +21.2% | +28.7% | -7.5% | +5.7% |
| 1Y | +21.3% | +33.2% | -11.8% | +3.9% |
| 3Y | +83.4% | +38.4% | +44.9% | +51.4% |
| All | +33.2% | +25.5% | +7.6% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling