+157.1%
WAT vs URA
+356.0%
-198.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | +2.3% | +7.4% | -5.0% | +1.0% |
| 3M | +8.7% | -8.4% | +17.1% | +10.0% |
| 6M | +28.3% | -12.7% | +41.0% | +30.2% |
| YTD | +7.8% | +7.8% | 0.0% | +4.2% |
| 1Y | +36.6% | +19.5% | +17.1% | +27.7% |
| 3Y | +45.7% | +116.4% | -70.7% | +14.9% |
| 5Y | -3.3% | +134.3% | -137.6% | -28.1% |
| All | +157.1% | +356.0% | -198.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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