+234.8%
WAT vs CRL
+400.8%
-166.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +2.2% |
| 7D | +6.0% | +4.4% | +1.7% | +3.8% |
| 30D | +9.9% | +17.1% | -7.2% | +2.1% |
| 3M | +17.2% | +32.1% | -14.9% | +3.2% |
| 6M | +34.2% | +98.9% | -64.7% | -1.7% |
| YTD | +25.5% | +77.1% | -51.6% | -4.3% |
| 1Y | +28.3% | +110.3% | -82.0% | -9.2% |
| 3Y | +88.4% | +108.5% | -20.1% | +26.2% |
| 5Y | +36.1% | -7.9% | +44.0% | +25.3% |
| 10Y | +234.8% | +368.9% | -134.1% | +49.5% |
| All | +234.8% | +400.8% | -166.0% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling