+16.1%
VSH vs WAT
+77.9%
-61.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.2% |
| 7D | -12.9% | -1.1% | -11.8% | -12.2% |
| 30D | -36.9% | +5.0% | -41.8% | -37.9% |
| 3M | -28.8% | +14.5% | -43.2% | -33.0% |
| 6M | -30.3% | +30.9% | -61.2% | -38.9% |
| YTD | +62.4% | +20.5% | +41.9% | +46.5% |
| 1Y | +62.5% | +23.3% | +39.2% | +44.8% |
| All | +16.1% | +77.9% | -61.8% | -11.5% |
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