-35.7%
AUR vs WAT
+29.3%
-65.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.6% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -6.4% | -1.9% | -4.5% | -5.4% |
| 3M | +7.7% | +13.5% | -5.8% | -0.1% |
| 6M | +44.5% | +37.2% | +7.3% | +18.4% |
| YTD | +67.4% | +7.5% | +59.9% | +56.7% |
| 1Y | +15.4% | +35.0% | -19.6% | -8.0% |
| 3Y | +94.8% | +55.1% | +39.8% | +34.1% |
| 5Y | -35.1% | -2.8% | -32.3% | -47.2% |
| All | -35.7% | +29.3% | -65.0% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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