+12,001.8%
WAT vs CPB
+119.9%
+11,882.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -1.1% | +8.0% | -9.1% | -2.7% |
| 30D | +5.0% | +22.4% | -17.4% | +0.6% |
| 3M | +14.5% | +2.5% | +12.0% | +13.5% |
| 6M | +30.9% | +12.2% | +18.7% | +27.1% |
| YTD | +20.5% | -12.8% | +33.3% | +22.5% |
| 1Y | +23.3% | -19.2% | +42.5% | +27.2% |
| 3Y | +81.5% | -35.6% | +117.0% | +94.6% |
| 5Y | +33.4% | -31.4% | +64.8% | +39.9% |
| 10Y | +231.5% | -37.9% | +269.4% | +244.1% |
| All | +12,001.8% | +119.9% | +11,882.0% | +8,407.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling