-51.4%
VG vs WAT
+9.9%
-61.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.9% |
| 7D | -22.0% | -5.6% | -16.4% | -21.9% |
| 30D | -14.7% | +3.8% | -18.5% | -14.7% |
| 3M | -7.1% | +13.3% | -20.3% | -7.2% |
| 6M | -11.2% | +32.2% | -43.4% | -12.4% |
| YTD | +69.8% | +19.3% | +50.5% | +74.4% |
| 1Y | +49.9% | +21.8% | +28.1% | +51.3% |
| All | -51.4% | +9.9% | -61.3% | -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