+624.6%
WAT vs CRL
+1,379.5%
-754.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.4% |
| 7D | -1.3% | -1.0% | -0.3% | -0.9% |
| 30D | +2.3% | +10.7% | -8.3% | -1.7% |
| 3M | +8.7% | +55.3% | -46.5% | -9.0% |
| 6M | +28.3% | +60.7% | -32.3% | +5.5% |
| YTD | +7.8% | +44.6% | -36.8% | -8.2% |
| 1Y | +36.6% | +77.7% | -41.1% | +7.0% |
| 3Y | +45.7% | +37.6% | +8.0% | +20.0% |
| 5Y | -3.3% | -35.8% | +32.5% | +2.9% |
| 10Y | +162.1% | +241.7% | -79.6% | +42.2% |
| All | +624.6% | +1,379.5% | -754.9% | +134.9% |
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