+2,778.6%
INTU vs WAT
+12,612.0%
-9,833.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.1% | -2.3% |
| 7D | -3.9% | +6.0% | -10.0% | -5.8% |
| 30D | +11.7% | +9.9% | +1.8% | +8.2% |
| 3M | +4.5% | +17.2% | -12.7% | -1.0% |
| 6M | -13.9% | +34.2% | -48.1% | -22.1% |
| YTD | -48.2% | +25.5% | -73.7% | -52.8% |
| 1Y | -47.1% | +28.3% | -75.4% | -52.1% |
| 3Y | -32.5% | +88.4% | -120.9% | -47.7% |
| 5Y | -42.6% | +36.1% | -78.7% | -50.8% |
| 10Y | +235.3% | +234.8% | +0.5% | +116.9% |
| All | +2,778.6% | +12,612.0% | -9,833.4% | +562.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling