+24.4%
USB vs WAT
+33.2%
-8.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.8% |
| 30D | +5.7% | +9.0% | -3.3% | +2.9% |
| 3M | -4.7% | +13.5% | -18.2% | -8.6% |
| 6M | +13.4% | +35.3% | -21.9% | +2.6% |
| YTD | +17.0% | +24.0% | -7.0% | +7.9% |
| 1Y | +32.4% | +22.0% | +10.4% | +22.7% |
| 3Y | +101.7% | +84.0% | +17.7% | +54.4% |
| 5Y | +24.4% | +34.4% | -9.9% | +2.9% |
| All | +24.4% | +33.2% | -8.8% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling