+425.7%
WAT vs URA
-31.1%
+456.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | +8.7% | -8.4% | +17.1% | +10.3% |
| 6M | +28.3% | -12.7% | +41.0% | +30.6% |
| YTD | +7.8% | +7.8% | 0.0% | +3.5% |
| 1Y | +36.6% | +19.5% | +17.1% | +26.2% |
| 3Y | +45.7% | +116.4% | -70.7% | +11.5% |
| 5Y | -3.3% | +134.3% | -137.6% | -30.8% |
| 10Y | +162.1% | +359.3% | -197.1% | +42.8% |
| All | +425.7% | -31.1% | +456.8% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling