+57.0%
VG vs WAT
+22.1%
+34.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.1% |
| 7D | +5.5% | +0.7% | +4.8% | +5.8% |
| 30D | -3.6% | +9.0% | -12.6% | +0.7% |
| 3M | -4.0% | +13.5% | -17.5% | +2.9% |
| 6M | +9.4% | +35.3% | -25.9% | +29.5% |
| YTD | +86.6% | +24.0% | +62.7% | +129.4% |
| All | +57.0% | +22.1% | +34.8% | +91.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling