+51.5%
WAT vs CPB
-40.7%
+92.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.3% |
| 7D | -1.3% | -8.6% | +7.3% | +0.6% |
| 30D | +2.3% | -7.2% | +9.6% | +3.9% |
| 3M | +8.7% | +0.9% | +7.9% | +7.9% |
| 6M | +28.3% | -11.8% | +40.1% | +31.2% |
| YTD | +7.8% | -19.4% | +27.2% | +12.5% |
| 1Y | +36.6% | -30.4% | +67.0% | +48.6% |
| All | +51.5% | -40.7% | +92.2% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling