-38.4%
INTU vs WAT
-3.2%
-35.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | -7.1% | -1.3% | -5.8% | -6.6% |
| 30D | +1.5% | +2.3% | -0.9% | +0.5% |
| 3M | +10.7% | +8.7% | +1.9% | +6.8% |
| 6M | -23.8% | +28.3% | -52.2% | -31.7% |
| YTD | -49.3% | +7.8% | -57.1% | -51.5% |
| 1Y | -49.7% | +36.6% | -86.3% | -56.8% |
| 3Y | -38.0% | +45.7% | -83.7% | -52.6% |
| All | -38.4% | -3.2% | -35.2% | -36.7% |
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