+10,726.6%
WAT vs CPB
+103.2%
+10,623.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.3% |
| 7D | -1.3% | -8.6% | +7.3% | +0.4% |
| 30D | +2.3% | -7.2% | +9.6% | +3.8% |
| 3M | +8.7% | +0.9% | +7.9% | +8.1% |
| 6M | +28.3% | -11.8% | +40.1% | +30.8% |
| YTD | +7.8% | -19.4% | +27.2% | +11.7% |
| 1Y | +36.6% | -30.4% | +67.0% | +45.6% |
| 3Y | +45.7% | -40.2% | +85.8% | +58.9% |
| 5Y | -3.3% | -39.5% | +36.2% | +4.2% |
| 10Y | +162.1% | -47.4% | +209.5% | +182.3% |
| All | +10,726.6% | +103.2% | +10,623.4% | +7,653.4% |
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