+26.6%
WAT vs CPB
-20.9%
+47.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.3% |
| 7D | +6.0% | +3.3% | +2.8% | +5.8% |
| 30D | +9.9% | +19.0% | -9.1% | +8.2% |
| 3M | +17.2% | +0.4% | +16.7% | +17.2% |
| 6M | +34.2% | +13.0% | +21.3% | +32.4% |
| YTD | +25.5% | -12.7% | +38.2% | +24.5% |
| All | +26.6% | -20.9% | +47.5% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling