-5.1%
WAT vs CRL
-37.4%
+32.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | +10.9% | +50.6% | -39.7% | -7.3% |
| 6M | +33.2% | +60.9% | -27.8% | +7.6% |
| YTD | +6.1% | +40.7% | -34.7% | -9.9% |
| 1Y | +30.2% | +73.3% | -43.1% | +1.0% |
| 3Y | +52.9% | +40.6% | +12.3% | +22.8% |
| 5Y | -5.1% | -37.0% | +31.8% | +0.6% |
| All | -5.1% | -37.4% | +32.3% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling