-29.9%
INTU vs WAT
+74.7%
-104.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -4.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.3% |
| 30D | +15.4% | +5.0% | +10.5% | +14.0% |
| 3M | +6.6% | +14.5% | -7.9% | +3.1% |
| 6M | -11.3% | +30.9% | -42.2% | -17.0% |
| YTD | -47.7% | +20.5% | -68.2% | -50.3% |
| 1Y | -47.0% | +23.3% | -70.3% | -49.9% |
| 3Y | -29.9% | +81.5% | -111.4% | -40.2% |
| All | -29.9% | +74.7% | -104.7% | -40.2% |
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 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