+92.7%
USB vs WAT
+224.1%
-131.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.9% |
| 7D | -1.5% | -5.6% | +4.2% | +0.7% |
| 30D | +4.3% | +3.8% | +0.5% | +2.6% |
| 3M | -6.1% | +13.3% | -19.3% | -10.9% |
| 6M | +9.4% | +32.2% | -22.8% | -3.0% |
| YTD | +15.2% | +19.3% | -4.1% | +5.0% |
| 1Y | +32.8% | +21.8% | +10.9% | +19.9% |
| 3Y | +91.3% | +73.9% | +17.4% | +39.4% |
| 5Y | +22.7% | +32.1% | -9.4% | -1.0% |
| All | +92.7% | +224.1% | -131.4% | +4.0% |
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