+7,210.0%
URI vs WAT
+4,371.2%
+2,838.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | -9.8% | -1.1% | -8.7% | -9.4% |
| 30D | +1.7% | +5.0% | -3.2% | -0.3% |
| 3M | -9.1% | +14.5% | -23.5% | -14.2% |
| 6M | +9.9% | +30.9% | -21.1% | -2.2% |
| YTD | +31.2% | +20.5% | +10.7% | +19.3% |
| 1Y | +25.9% | +23.3% | +2.6% | +13.3% |
| 3Y | +147.4% | +81.5% | +65.9% | +83.2% |
| 5Y | +179.7% | +33.4% | +146.4% | +132.7% |
| 10Y | +1,419.5% | +231.5% | +1,188.0% | +780.6% |
| All | +7,210.0% | +4,371.2% | +2,838.8% | +1,630.3% |
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