+66.7%
VSH vs WAT
-4.5%
+71.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.3% |
| 7D | +6.2% | -0.7% | +6.9% | +6.5% |
| 30D | -11.1% | -1.0% | -10.2% | -10.8% |
| 3M | -44.9% | +10.9% | -55.8% | -47.6% |
| 6M | +90.0% | +33.2% | +56.8% | +63.8% |
| YTD | +118.8% | +6.1% | +112.7% | +108.8% |
| 1Y | +109.0% | +30.2% | +78.7% | +79.3% |
| 3Y | +35.6% | +52.9% | -17.2% | +7.6% |
| 5Y | +66.7% | -5.1% | +71.8% | +42.8% |
| All | +66.7% | -4.5% | +71.2% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling