+30.8%
WAT vs URA
+33.4%
-2.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.3% |
| 7D | -1.1% | -4.1% | +3.0% | -0.5% |
| 30D | +5.0% | -19.0% | +24.0% | +8.3% |
| 3M | +14.5% | -25.1% | +39.6% | +19.3% |
| 6M | +30.9% | -44.5% | +75.4% | +42.0% |
| YTD | +20.5% | -24.3% | +44.8% | +23.1% |
| 1Y | +23.3% | -28.1% | +51.4% | +26.8% |
| 3Y | +81.5% | +40.7% | +40.8% | +54.3% |
| All | +30.8% | +33.4% | -2.6% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling