-49.7%
INTU vs WAT
+41.4%
-91.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.2% |
| 7D | -7.1% | -1.3% | -5.8% | -6.9% |
| 30D | +1.5% | +2.3% | -0.9% | +1.1% |
| 3M | +10.7% | +8.7% | +1.9% | +9.3% |
| 6M | -23.8% | +28.3% | -52.2% | -26.2% |
| YTD | -49.3% | +7.8% | -57.1% | -49.5% |
| 1Y | -49.7% | +36.6% | -86.3% | -50.9% |
| All | -49.7% | +41.4% | -91.1% | -50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling