+37.1%
VSH vs WAT
+51.4%
-14.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.9% |
| 7D | +4.1% | -1.3% | +5.3% | +4.7% |
| 30D | -4.2% | +2.3% | -6.5% | -5.3% |
| 3M | -50.0% | +8.7% | -58.7% | -52.0% |
| 6M | +80.2% | +28.3% | +51.9% | +57.3% |
| YTD | +121.1% | +7.8% | +113.3% | +109.5% |
| 1Y | +112.0% | +36.6% | +75.4% | +75.3% |
| All | +37.1% | +51.4% | -14.4% | +7.2% |
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 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