+33.2%
WAT vs URA
+25.6%
+7.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +0.6% | -1.5% | +2.1% | +0.8% |
| 30D | +5.4% | -10.4% | +15.8% | +7.2% |
| 3M | +11.3% | -29.6% | +40.9% | +17.1% |
| 6M | +37.4% | -40.3% | +77.7% | +47.5% |
| YTD | +21.2% | -25.5% | +46.7% | +24.1% |
| 1Y | +21.3% | -26.4% | +47.8% | +24.3% |
| 3Y | +83.4% | +31.4% | +51.9% | +58.2% |
| All | +33.2% | +25.6% | +7.5% | +10.2% |
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