+235.3%
INTU vs WAT
+232.2%
+3.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.1% | -2.7% |
| 7D | -3.9% | +6.0% | -10.0% | -6.4% |
| 30D | +11.7% | +9.9% | +1.8% | +6.9% |
| 3M | +4.5% | +17.2% | -12.7% | -3.1% |
| 6M | -13.9% | +34.2% | -48.1% | -25.2% |
| YTD | -48.2% | +25.5% | -73.7% | -54.4% |
| 1Y | -47.1% | +28.3% | -75.4% | -54.0% |
| 3Y | -32.5% | +88.4% | -120.9% | -55.2% |
| 5Y | -42.6% | +36.1% | -78.7% | -54.9% |
| 10Y | +235.3% | +234.8% | +0.5% | +74.8% |
| All | +235.3% | +232.2% | +3.1% | +74.8% |
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