+27.3%
WAT vs CRL
+85.3%
-58.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.3% | +8.9% | +4.8% |
| 7D | -1.9% | -12.8% | +10.8% | +3.7% |
| 30D | +6.2% | +5.0% | +1.2% | +3.4% |
| 3M | +18.1% | +39.4% | -21.3% | +1.1% |
| 6M | +54.9% | +89.4% | -34.5% | +14.8% |
| YTD | +23.1% | +63.6% | -40.5% | -3.9% |
| 1Y | +27.3% | +83.5% | -56.2% | -3.9% |
| All | +27.3% | +85.3% | -58.1% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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