-39.3%
VG vs WAT
-0.7%
-38.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +1.7% | -1.3% | +3.0% | +1.7% |
| 30D | +16.0% | +2.3% | +13.7% | +15.9% |
| 3M | +9.7% | +8.7% | +1.0% | +9.4% |
| 6M | +29.6% | +28.3% | +1.3% | +26.5% |
| YTD | +112.0% | +7.8% | +104.2% | +117.9% |
| 1Y | +12.8% | +36.6% | -23.8% | +0.2% |
| All | -39.3% | -0.7% | -38.7% | -40.3% |
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