+108.7%
USB vs WAT
+161.1%
-52.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | -1.3% | +2.3% | -3.7% | -2.3% |
| 3M | +15.2% | +8.7% | +6.5% | +11.1% |
| 6M | +18.8% | +28.3% | -9.5% | +6.1% |
| YTD | +21.0% | +7.8% | +13.2% | +15.3% |
| 1Y | +34.0% | +36.6% | -2.6% | +14.9% |
| 3Y | +95.3% | +45.7% | +49.6% | +54.5% |
| 5Y | +40.4% | -3.3% | +43.7% | +31.6% |
| All | +108.7% | +161.1% | -52.4% | +20.3% |
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 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