+2,806.4%
INTU vs WAT
+12,102.7%
-9,296.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -4.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | +15.4% | +5.0% | +10.5% | +13.5% |
| 3M | +6.6% | +14.5% | -7.9% | +1.7% |
| 6M | -11.3% | +30.9% | -42.2% | -19.2% |
| YTD | -47.7% | +20.5% | -68.2% | -51.7% |
| 1Y | -47.0% | +23.3% | -70.3% | -51.4% |
| 3Y | -29.9% | +81.5% | -111.4% | -45.1% |
| 5Y | -42.2% | +33.4% | -75.6% | -50.1% |
| 10Y | +251.7% | +231.5% | +20.2% | +128.5% |
| All | +2,806.4% | +12,102.7% | -9,296.2% | +577.4% |
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