+72.4%
UBER vs WAT
+89.2%
-16.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.9% |
| 7D | -5.4% | -0.3% | -5.1% | -5.3% |
| 30D | -4.9% | -1.9% | -3.0% | -4.2% |
| 3M | +3.0% | +13.5% | -10.5% | -2.6% |
| 6M | -4.4% | +37.2% | -41.6% | -17.7% |
| YTD | -12.3% | +7.5% | -19.8% | -16.7% |
| 1Y | -24.3% | +35.0% | -59.3% | -36.1% |
| 3Y | +46.4% | +55.1% | -8.6% | +6.7% |
| 5Y | +79.7% | -2.8% | +82.5% | +67.4% |
| All | +72.4% | +89.2% | -16.8% | -1.2% |
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