+158.3%
VEA vs WAT
+671.3%
-513.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | +0.2% | +5.4% | -5.2% | -1.8% |
| 3M | -5.3% | +11.3% | -16.6% | -9.3% |
| 6M | -0.9% | +37.4% | -38.3% | -12.7% |
| YTD | +12.2% | +21.2% | -9.0% | +2.1% |
| 1Y | +16.1% | +21.3% | -5.2% | +5.5% |
| 3Y | +73.0% | +83.4% | -10.4% | +25.3% |
| 5Y | +53.7% | +29.0% | +24.7% | +25.4% |
| 10Y | +159.3% | +223.9% | -64.6% | +28.9% |
| All | +158.3% | +671.3% | -513.0% | -26.4% |
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