-44.1%
VG vs WAT
+12.1%
-56.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.6% | +4.8% |
| 7D | +15.1% | +2.0% | +13.1% | +15.0% |
| 30D | -4.2% | +7.7% | -11.9% | -4.3% |
| 3M | -3.1% | +11.1% | -14.2% | -3.2% |
| 6M | +0.3% | +31.2% | -30.9% | -0.8% |
| YTD | +95.5% | +21.7% | +73.8% | +100.6% |
| 1Y | +64.4% | +19.3% | +45.1% | +69.8% |
| All | -44.1% | +12.1% | -56.2% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling