+112.2%
VSH vs WAT
+30.7%
+81.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +3.5% | -1.8% | +5.3% | +4.1% |
| 30D | -4.4% | -1.7% | -2.7% | -3.9% |
| 3M | -45.8% | +9.1% | -54.9% | -47.1% |
| 6M | +90.1% | +32.4% | +57.7% | +72.7% |
| YTD | +120.3% | +6.6% | +113.7% | +114.2% |
| 1Y | +112.2% | +34.7% | +77.5% | +84.8% |
| All | +112.2% | +30.7% | +81.6% | +84.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling