+76.2%
UBER vs WAT
-4.9%
+81.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -7.0% | -1.8% | -5.2% | -6.5% |
| 30D | -8.9% | -1.7% | -7.2% | -8.5% |
| 3M | +1.0% | +9.1% | -8.1% | -1.9% |
| 6M | -3.7% | +32.4% | -36.2% | -12.8% |
| YTD | -13.0% | +6.6% | -19.6% | -15.9% |
| 1Y | -25.5% | +34.7% | -60.2% | -34.5% |
| 3Y | +50.5% | +53.6% | -3.1% | +18.6% |
| 5Y | +76.2% | -4.1% | +80.2% | +47.9% |
| All | +76.2% | -4.9% | +81.1% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling