-24.5%
UBER vs WAT
+22.1%
-46.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | -1.1% | +9.0% | -10.1% | -2.2% |
| 3M | -10.0% | +13.5% | -23.5% | -11.5% |
| 6M | -7.2% | +35.3% | -42.5% | -10.4% |
| YTD | -13.5% | +24.0% | -37.5% | -17.3% |
| All | -24.5% | +22.1% | -46.6% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling