+709.9%
WAT vs CRL
+1,630.9%
-921.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.8% | -6.8% | -2.1% |
| 7D | -1.1% | -6.1% | +5.0% | +1.0% |
| 30D | +5.0% | +12.4% | -7.4% | -0.3% |
| 3M | +14.5% | +27.1% | -12.6% | +3.5% |
| 6M | +30.9% | +85.7% | -54.8% | +1.3% |
| YTD | +20.5% | +69.2% | -48.7% | -4.1% |
| 1Y | +23.3% | +97.5% | -74.2% | -7.7% |
| 3Y | +81.5% | +86.1% | -4.6% | +32.2% |
| 5Y | +33.4% | -10.0% | +43.4% | +24.3% |
| 10Y | +231.5% | +395.0% | -163.5% | +55.6% |
| All | +709.9% | +1,630.9% | -921.0% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling