+67.6%
UBER vs WAT
+113.3%
-45.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +0.6% | +5.4% | -4.8% | -1.8% |
| 3M | -8.2% | +11.3% | -19.5% | -12.5% |
| 6M | -6.7% | +37.4% | -44.1% | -19.1% |
| YTD | -14.7% | +21.2% | -35.9% | -23.2% |
| 1Y | -24.1% | +21.3% | -45.4% | -31.9% |
| 3Y | +33.4% | +83.4% | -50.0% | -10.1% |
| 5Y | +54.5% | +29.0% | +25.5% | +23.4% |
| All | +67.6% | +113.3% | -45.7% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling