-5.1%
WAT vs WU
-51.1%
+46.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.9% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -1.0% | -1.1% | +0.2% | -0.7% |
| 3M | +10.9% | -1.8% | +12.7% | +9.9% |
| 6M | +33.2% | -23.9% | +57.1% | +42.7% |
| YTD | +6.1% | -20.4% | +26.5% | +12.0% |
| 1Y | +30.2% | -10.6% | +40.8% | +31.6% |
| 3Y | +52.9% | -27.7% | +80.6% | +63.0% |
| 5Y | -5.1% | -51.1% | +46.0% | +2.9% |
| All | -5.1% | -51.1% | +46.0% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling