+510.6%
WAT vs URA
-50.4%
+561.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.5% | +1.4% | +3.4% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +9.6% | -14.8% | +24.4% | +13.4% |
| 3M | +15.5% | -25.3% | +40.8% | +22.6% |
| 6M | +33.9% | -39.9% | +73.8% | +47.9% |
| YTD | +25.2% | -22.4% | +47.6% | +28.7% |
| 1Y | +26.3% | -29.0% | +55.2% | +32.0% |
| 3Y | +85.8% | +41.0% | +44.8% | +56.7% |
| 5Y | +35.3% | +38.3% | -3.0% | +10.8% |
| 10Y | +231.8% | +276.1% | -44.3% | +86.3% |
| All | +510.6% | -50.4% | +561.0% | +472.5% |
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 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