+111.1%
VSH vs WAT
+222.4%
-111.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | +14.3% | +0.6% | +13.8% | +14.2% |
| 30D | -7.9% | +5.4% | -13.3% | -9.7% |
| 3M | -19.9% | +11.3% | -31.2% | -24.0% |
| 6M | -30.5% | +37.4% | -67.9% | -41.3% |
| YTD | +85.7% | +21.2% | +64.5% | +64.3% |
| 1Y | +98.9% | +21.3% | +77.6% | +76.0% |
| 3Y | +32.1% | +83.4% | -51.3% | -10.2% |
| 5Y | +39.7% | +29.0% | +10.7% | +12.1% |
| All | +111.1% | +222.4% | -111.3% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling