+7.2%
VNQ vs WAT
-5.3%
+12.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.6% | -2.9% | +0.3% | -1.9% |
| 30D | -2.3% | -3.2% | +0.9% | -1.6% |
| 3M | -2.8% | +10.6% | -13.4% | -5.4% |
| 6M | +2.5% | +34.0% | -31.5% | -5.8% |
| YTD | +8.4% | +5.7% | +2.7% | +5.6% |
| 1Y | +6.8% | +37.1% | -30.3% | -3.8% |
| 3Y | +29.9% | +52.4% | -22.5% | +7.6% |
| 5Y | +7.2% | -4.4% | +11.6% | -3.2% |
| All | +7.2% | -5.3% | +12.5% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling