-14.3%
UNH vs WAT
+52.2%
-66.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -3.2% | -2.9% | -0.3% | -2.9% |
| 30D | -3.5% | -3.2% | -0.2% | -3.2% |
| 3M | -4.2% | +10.6% | -14.8% | -5.2% |
| 6M | +38.3% | +34.0% | +4.3% | +33.5% |
| YTD | +19.2% | +5.7% | +13.5% | +18.1% |
| 1Y | +15.0% | +37.1% | -22.1% | +10.7% |
| All | -14.3% | +52.2% | -66.5% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling