+921.4%
WAT vs WU
-22.9%
+944.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.4% |
| 7D | +2.0% | -5.3% | +7.3% | +3.9% |
| 30D | +7.7% | +9.0% | -1.3% | +4.1% |
| 3M | +11.1% | -3.6% | +14.6% | +11.7% |
| 6M | +31.2% | -19.4% | +50.6% | +38.9% |
| YTD | +21.7% | -21.7% | +43.4% | +29.6% |
| 1Y | +19.3% | -16.1% | +35.4% | +23.8% |
| 3Y | +80.6% | -24.1% | +104.7% | +91.4% |
| 5Y | +29.5% | -44.1% | +73.7% | +49.2% |
| 10Y | +225.3% | -39.6% | +264.9% | +250.8% |
| All | +921.4% | -22.9% | +944.3% | +807.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling