+804.7%
WAT vs WU
-19.6%
+824.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | +2.3% | -1.1% | +3.4% | +2.6% |
| 3M | +8.7% | -3.9% | +12.6% | +8.7% |
| 6M | +28.3% | -20.7% | +49.0% | +37.0% |
| YTD | +7.8% | -18.4% | +26.1% | +13.8% |
| 1Y | +36.6% | -8.1% | +44.7% | +37.2% |
| 3Y | +45.7% | -24.2% | +69.8% | +54.8% |
| 5Y | -3.3% | -50.4% | +47.1% | +16.6% |
| 10Y | +162.1% | -40.0% | +202.1% | +184.8% |
| All | +804.7% | -19.6% | +824.3% | +696.5% |
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