+3.5%
UNH vs WAT
-4.9%
+8.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -1.7% | -1.8% | +0.1% | -1.4% |
| 30D | -3.8% | -1.7% | -2.1% | -3.6% |
| 3M | -4.3% | +9.1% | -13.4% | -5.6% |
| 6M | +38.6% | +32.4% | +6.2% | +32.0% |
| YTD | +20.7% | +6.6% | +14.1% | +18.8% |
| 1Y | +16.0% | +34.7% | -18.7% | +9.7% |
| 3Y | -13.5% | +53.6% | -67.1% | -22.0% |
| 5Y | +3.5% | -4.1% | +7.6% | +0.5% |
| All | +3.5% | -4.9% | +8.4% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling