+1.3%
WAT vs CPAY
+55.3%
-54.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -0.3% | -2.0% | +1.7% | +0.4% |
| 30D | -1.9% | -0.4% | -1.5% | -1.8% |
| 3M | +13.5% | +16.4% | -2.8% | +7.1% |
| 6M | +37.2% | +23.5% | +13.7% | +26.2% |
| YTD | +7.5% | +35.7% | -28.1% | -5.6% |
| 1Y | +35.0% | +30.2% | +4.8% | +20.1% |
| 3Y | +55.1% | +49.7% | +5.4% | +27.3% |
| All | +1.3% | +55.3% | -54.0% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling