+228.3%
WAT vs WU
-38.9%
+267.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +0.6% | -2.0% | +2.6% | +1.3% |
| 30D | +5.4% | +11.4% | -6.0% | +1.3% |
| 3M | +11.3% | -6.8% | +18.1% | +13.4% |
| 6M | +37.4% | -14.6% | +52.0% | +42.5% |
| YTD | +21.2% | -20.6% | +41.8% | +28.6% |
| 1Y | +21.3% | -15.4% | +36.7% | +25.5% |
| 3Y | +83.4% | -23.6% | +107.0% | +93.9% |
| 5Y | +29.0% | -43.4% | +72.4% | +48.4% |
| All | +228.3% | -38.9% | +267.2% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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