-38.5%
INTU vs WAT
+50.1%
-88.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | -7.1% | -1.3% | -5.8% | -6.8% |
| 30D | +1.5% | +2.3% | -0.9% | +0.9% |
| 3M | +10.7% | +8.7% | +1.9% | +8.4% |
| 6M | -23.8% | +28.3% | -52.2% | -28.4% |
| YTD | -49.3% | +7.8% | -57.1% | -50.4% |
| 1Y | -49.7% | +36.6% | -86.3% | -53.8% |
| All | -38.5% | +50.1% | -88.6% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling