+234.8%
WAT vs CPB
-39.9%
+274.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.4% |
| 7D | +6.0% | +3.3% | +2.8% | +5.4% |
| 30D | +9.9% | +19.0% | -9.1% | +6.5% |
| 3M | +17.2% | +0.4% | +16.7% | +16.7% |
| 6M | +34.2% | +13.0% | +21.3% | +30.7% |
| YTD | +25.5% | -12.7% | +38.2% | +27.4% |
| 1Y | +28.3% | -20.9% | +49.1% | +32.5% |
| 3Y | +88.4% | -35.4% | +123.8% | +100.3% |
| 5Y | +36.1% | -32.3% | +68.4% | +42.6% |
| 10Y | +234.8% | -40.5% | +275.3% | +249.1% |
| All | +234.8% | -39.9% | +274.8% | +249.1% |
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