+392.1%
VNQ vs WAT
+829.9%
-437.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -0.4% | -0.7% | +0.3% | -0.1% |
| 30D | -2.5% | -1.0% | -1.6% | -2.3% |
| 3M | +1.4% | +10.9% | -9.5% | -2.8% |
| 6M | +4.6% | +33.2% | -28.6% | -7.3% |
| YTD | +10.5% | +6.1% | +4.5% | +5.8% |
| 1Y | +8.4% | +30.2% | -21.8% | -4.6% |
| 3Y | +32.4% | +52.9% | -20.4% | +4.2% |
| 5Y | +5.5% | -5.1% | +10.6% | -1.8% |
| 10Y | +59.1% | +152.6% | -93.5% | -6.8% |
| All | +392.1% | +829.9% | -437.8% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling