+480.0%
WAT vs CPAY
+1,748.9%
-1,268.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +0.6% | +1.6% | -1.0% | +0.1% |
| 30D | +5.4% | +17.6% | -12.2% | -0.4% |
| 3M | +11.3% | +8.7% | +2.6% | +7.9% |
| 6M | +37.4% | +39.5% | -2.1% | +21.8% |
| YTD | +21.2% | +53.6% | -32.4% | +2.6% |
| 1Y | +21.3% | +63.3% | -41.9% | +0.5% |
| 3Y | +83.4% | +101.7% | -18.3% | +38.4% |
| 5Y | +29.0% | +91.4% | -62.4% | -2.8% |
| 10Y | +223.9% | +221.7% | +2.3% | +96.9% |
| All | +480.0% | +1,748.9% | -1,268.9% | +80.0% |
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