+43.8%
WAT vs CRBG
+117.3%
-73.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.3% |
| 7D | -0.3% | +0.6% | -0.8% | -0.4% |
| 30D | -1.9% | +2.6% | -4.5% | -2.7% |
| 3M | +13.5% | +24.0% | -10.5% | +6.2% |
| 6M | +37.2% | +50.5% | -13.3% | +20.8% |
| YTD | +7.5% | +17.1% | -9.6% | +1.4% |
| 1Y | +35.0% | +5.9% | +29.1% | +30.7% |
| 3Y | +55.1% | +122.7% | -67.6% | +15.9% |
| All | +43.8% | +117.3% | -73.5% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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