+26.6%
WAT vs CRL
+111.4%
-84.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +2.1% |
| 7D | +6.0% | +4.4% | +1.7% | +3.7% |
| 30D | +9.9% | +17.1% | -7.2% | +1.8% |
| 3M | +17.2% | +32.1% | -14.9% | +2.6% |
| 6M | +34.2% | +98.9% | -64.7% | -3.8% |
| YTD | +25.5% | +77.1% | -51.6% | -6.4% |
| All | +26.6% | +111.4% | -84.8% | -12.8% |
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