+11,882.3%
WAT vs CP
+8,513.8%
+3,368.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -5.6% | +6.1% | -11.7% | -7.6% |
| 30D | +3.8% | +9.8% | -5.9% | +0.4% |
| 3M | +13.3% | +2.7% | +10.5% | +12.0% |
| 6M | +32.2% | +12.8% | +19.4% | +26.3% |
| YTD | +19.3% | +28.2% | -8.9% | +8.5% |
| 1Y | +21.8% | +34.1% | -12.3% | +9.0% |
| 3Y | +73.9% | +28.9% | +45.1% | +57.0% |
| 5Y | +32.1% | +27.1% | +5.0% | +18.9% |
| 10Y | +228.2% | +264.8% | -36.6% | +105.1% |
| All | +11,882.3% | +8,513.8% | +3,368.5% | +3,089.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling