-36.1%
AUR vs WAT
-5.1%
-31.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | +0.2% | -2.9% | +3.0% | +1.8% |
| 30D | -8.9% | -3.2% | -5.7% | -7.2% |
| 3M | +4.6% | +10.6% | -6.0% | -1.7% |
| 6M | +44.9% | +34.0% | +10.8% | +19.6% |
| YTD | +64.8% | +5.7% | +59.1% | +55.4% |
| 1Y | +16.4% | +37.1% | -20.7% | -9.0% |
| 3Y | +85.1% | +52.4% | +32.7% | +26.2% |
| All | -36.1% | -5.1% | -31.1% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling