+2,718.4%
INTU vs WAT
+10,816.8%
-8,098.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | -7.1% | -1.3% | -5.8% | -6.7% |
| 30D | +1.5% | +2.3% | -0.9% | +0.7% |
| 3M | +10.7% | +8.7% | +1.9% | +7.4% |
| 6M | -23.8% | +28.3% | -52.2% | -30.4% |
| YTD | -49.3% | +7.8% | -57.1% | -51.3% |
| 1Y | -49.7% | +36.6% | -86.3% | -55.4% |
| 3Y | -38.0% | +45.7% | -83.7% | -47.9% |
| 5Y | -38.7% | -3.3% | -35.4% | -41.4% |
| 10Y | +221.3% | +162.1% | +59.2% | +124.0% |
| All | +2,718.4% | +10,816.8% | -8,098.4% | +582.8% |
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