+10,726.6%
WAT vs CP
+8,297.1%
+2,429.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.3% | -2.7% | +1.4% | -0.4% |
| 30D | +2.3% | +0.2% | +2.2% | +2.2% |
| 3M | +8.7% | +2.6% | +6.2% | +7.6% |
| 6M | +28.3% | +6.0% | +22.3% | +25.3% |
| YTD | +7.8% | +24.9% | -17.2% | -1.0% |
| 1Y | +36.6% | +20.1% | +16.5% | +27.1% |
| 3Y | +45.7% | +16.4% | +29.3% | +36.3% |
| 5Y | -3.3% | +31.7% | -35.0% | -13.9% |
| 10Y | +162.1% | +223.9% | -61.8% | +70.1% |
| All | +10,726.6% | +8,297.1% | +2,429.5% | +2,811.2% |
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