+1,409.4%
UL vs WAT
+12,612.0%
-11,202.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.2% | +0.4% |
| 7D | +0.3% | +6.0% | -5.8% | -0.6% |
| 30D | +7.0% | +9.9% | -2.9% | +5.5% |
| 3M | +5.8% | +17.2% | -11.4% | +3.4% |
| 6M | +16.1% | +34.2% | -18.1% | +11.2% |
| YTD | +4.5% | +25.5% | -21.0% | +0.5% |
| 1Y | -1.3% | +28.3% | -29.5% | -5.4% |
| 3Y | +35.0% | +88.4% | -53.4% | +20.6% |
| 5Y | +31.9% | +36.1% | -4.2% | +22.1% |
| 10Y | +99.3% | +234.8% | -135.6% | +61.2% |
| All | +1,409.4% | +12,612.0% | -11,202.6% | +796.2% |
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