+53.7%
WAT vs CPAY
+48.3%
+5.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.8% | -2.5% | +0.7% | -1.0% |
| 30D | -1.7% | +1.3% | -3.0% | -2.2% |
| 3M | +9.1% | +13.5% | -4.4% | +4.4% |
| 6M | +32.4% | +24.7% | +7.7% | +22.4% |
| YTD | +6.6% | +34.9% | -28.4% | -5.1% |
| 1Y | +34.7% | +29.7% | +5.0% | +21.5% |
| All | +53.7% | +48.3% | +5.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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