+1,390.6%
UL vs WAT
+12,457.3%
-11,066.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | +4.5% | +9.0% | -4.5% | +3.2% |
| 3M | +5.5% | +13.5% | -8.0% | +3.5% |
| 6M | +17.0% | +35.3% | -18.3% | +11.9% |
| YTD | +3.2% | +24.0% | -20.8% | -0.6% |
| 1Y | -1.9% | +22.0% | -23.8% | -5.3% |
| 3Y | +33.6% | +84.0% | -50.5% | +19.7% |
| 5Y | +31.5% | +34.4% | -2.9% | +22.0% |
| 10Y | +103.9% | +231.4% | -127.5% | +65.2% |
| All | +1,390.6% | +12,457.3% | -11,066.7% | +786.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling