+185.1%
VSH vs WAT
+12,580.5%
-12,395.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -1.6% | +3.4% | -5.0% | -2.6% |
| 30D | -21.3% | +9.6% | -30.9% | -23.8% |
| 3M | -18.9% | +15.5% | -34.4% | -23.3% |
| 6M | -21.4% | +33.9% | -55.3% | -30.4% |
| YTD | +86.8% | +25.2% | +61.7% | +68.0% |
| 1Y | +85.8% | +26.3% | +59.5% | +66.4% |
| 3Y | +30.1% | +85.8% | -55.7% | -1.8% |
| 5Y | +42.8% | +35.3% | +7.5% | +20.0% |
| 10Y | +121.2% | +231.8% | -110.6% | +29.6% |
| All | +185.1% | +12,580.5% | -12,395.4% | -39.8% |
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 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