+152.6%
WAT vs CRL
+241.6%
-89.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.4% |
| 7D | -0.7% | -0.6% | -0.2% | -0.5% |
| 30D | -1.0% | +5.0% | -5.9% | -3.1% |
| 3M | +10.9% | +50.6% | -39.7% | -7.7% |
| 6M | +33.2% | +60.9% | -27.8% | +7.2% |
| YTD | +6.1% | +40.7% | -34.7% | -10.2% |
| 1Y | +30.2% | +73.3% | -43.1% | +0.4% |
| 3Y | +52.9% | +40.6% | +12.3% | +22.0% |
| 5Y | -5.1% | -37.0% | +31.8% | +3.3% |
| 10Y | +152.6% | +244.3% | -91.7% | +29.5% |
| All | +152.6% | +241.6% | -89.0% | +29.5% |
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