+237.4%
VSH vs WAT
+10,816.8%
-10,579.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.8% |
| 7D | +4.1% | -1.3% | +5.3% | +4.6% |
| 30D | -4.2% | +2.3% | -6.5% | -5.1% |
| 3M | -50.0% | +8.7% | -58.7% | -51.7% |
| 6M | +80.2% | +28.3% | +51.9% | +60.8% |
| YTD | +121.1% | +7.8% | +113.3% | +110.5% |
| 1Y | +112.0% | +36.6% | +75.4% | +82.5% |
| 3Y | +22.5% | +45.7% | -23.2% | +1.5% |
| 5Y | +64.0% | -3.3% | +67.4% | +56.7% |
| 10Y | +170.4% | +162.1% | +8.3% | +72.9% |
| All | +237.4% | +10,816.8% | -10,579.4% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling