+7,211.5%
UNH vs WAT
+12,225.3%
-5,013.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.9% |
| 7D | +2.4% | +2.0% | +0.4% | +1.9% |
| 30D | +7.2% | +7.7% | -0.5% | +5.6% |
| 3M | +0.5% | +11.1% | -10.6% | -1.8% |
| 6M | +3.4% | +31.2% | -27.8% | -2.6% |
| YTD | +25.2% | +21.7% | +3.5% | +18.8% |
| 1Y | +22.7% | +19.3% | +3.4% | +16.9% |
| 3Y | -20.3% | +80.6% | -100.9% | -32.1% |
| 5Y | -3.4% | +29.5% | -32.9% | -13.1% |
| 10Y | +226.8% | +225.3% | +1.5% | +140.3% |
| All | +7,211.5% | +12,225.3% | -5,013.8% | +3,144.1% |
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