+103.9%
UL vs WAT
+230.7%
-126.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | +4.5% | +9.0% | -4.5% | +2.7% |
| 3M | +5.5% | +13.5% | -8.0% | +2.9% |
| 6M | +17.0% | +35.3% | -18.3% | +10.2% |
| YTD | +3.2% | +24.0% | -20.8% | -1.9% |
| 1Y | -1.9% | +22.0% | -23.8% | -6.4% |
| 3Y | +33.6% | +84.0% | -50.5% | +13.0% |
| 5Y | +31.5% | +34.4% | -2.9% | +17.8% |
| 10Y | +103.9% | +231.4% | -127.5% | +41.0% |
| All | +103.9% | +230.7% | -126.8% | +41.0% |
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 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