+173.7%
VEA vs WAT
+586.1%
-412.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +1.0% | -1.3% | +2.2% | +1.4% |
| 30D | +1.9% | +2.3% | -0.4% | +1.0% |
| 3M | +3.2% | +8.7% | -5.5% | -0.3% |
| 6M | +10.2% | +28.3% | -18.1% | -0.9% |
| YTD | +18.9% | +7.8% | +11.1% | +13.3% |
| 1Y | +29.3% | +36.6% | -7.3% | +11.7% |
| 3Y | +76.8% | +45.7% | +31.1% | +40.2% |
| 5Y | +61.2% | -3.3% | +64.5% | +48.2% |
| 10Y | +163.3% | +162.1% | +1.2% | +42.6% |
| All | +173.7% | +586.1% | -412.4% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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