+152.6%
WAT vs CPB
-45.7%
+198.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.9% |
| 7D | -0.7% | -8.2% | +7.5% | +0.7% |
| 30D | -1.0% | -5.6% | +4.6% | -0.1% |
| 3M | +10.9% | +3.0% | +7.9% | +9.9% |
| 6M | +33.2% | -12.7% | +45.9% | +35.7% |
| YTD | +6.1% | -18.0% | +24.1% | +9.1% |
| 1Y | +30.2% | -31.7% | +62.0% | +38.3% |
| 3Y | +52.9% | -41.0% | +93.8% | +65.2% |
| 5Y | -5.1% | -38.4% | +33.3% | +1.1% |
| 10Y | +152.6% | -45.0% | +197.6% | +172.9% |
| All | +152.6% | -45.7% | +198.3% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling