+415.9%
WAT vs CPAY
+1,565.5%
-1,149.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -1.3% | +2.1% | -3.4% | -2.0% |
| 30D | +2.3% | +5.5% | -3.2% | +0.4% |
| 3M | +8.7% | +16.6% | -7.8% | +2.9% |
| 6M | +28.3% | +26.7% | +1.7% | +17.4% |
| YTD | +7.8% | +38.4% | -30.6% | -5.2% |
| 1Y | +36.6% | +30.1% | +6.5% | +22.2% |
| 3Y | +45.7% | +52.6% | -6.9% | +21.2% |
| 5Y | -3.3% | +59.0% | -62.3% | -22.4% |
| 10Y | +162.1% | +148.4% | +13.7% | +73.5% |
| All | +415.9% | +1,565.5% | -1,149.6% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling