-51.4%
VG vs WAT
+11.0%
-62.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -22.0% | -1.1% | -20.9% | -22.0% |
| 30D | -11.6% | +5.0% | -16.6% | -11.6% |
| 3M | -14.9% | +14.5% | -29.4% | -15.0% |
| 6M | -3.5% | +30.9% | -34.5% | -4.7% |
| YTD | +70.0% | +20.5% | +49.5% | +74.5% |
| 1Y | +50.0% | +23.3% | +26.7% | +51.2% |
| All | -51.4% | +11.0% | -62.4% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling