+89.2%
USB vs WAT
+232.2%
-143.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +0.9% |
| 7D | +0.8% | +6.0% | -5.3% | -1.5% |
| 30D | +6.8% | +9.9% | -3.1% | +2.8% |
| 3M | -3.8% | +17.2% | -20.9% | -9.9% |
| 6M | +11.7% | +34.2% | -22.5% | -1.5% |
| YTD | +17.5% | +25.5% | -8.0% | +5.0% |
| 1Y | +33.8% | +28.3% | +5.5% | +18.4% |
| 3Y | +104.2% | +88.4% | +15.9% | +44.0% |
| 5Y | +26.4% | +36.1% | -9.7% | +1.1% |
| 10Y | +89.2% | +234.8% | -145.6% | +0.7% |
| All | +89.2% | +232.2% | -143.0% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling