+63.3%
UL vs WAT
+166.5%
-103.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -4.1% | -2.9% | -1.2% | -3.6% |
| 30D | -1.2% | -3.2% | +2.0% | -0.6% |
| 3M | +6.0% | +10.6% | -4.6% | +3.9% |
| 6M | -5.5% | +34.0% | -39.5% | -11.0% |
| YTD | -3.3% | +5.7% | -9.1% | -5.2% |
| 1Y | -9.8% | +37.1% | -46.9% | -16.1% |
| 3Y | +20.1% | +52.4% | -32.2% | +5.5% |
| 5Y | +19.2% | -4.4% | +23.6% | +15.0% |
| All | +63.3% | +166.5% | -103.2% | +17.1% |
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