+960.3%
VTI vs WAT
+898.5%
+61.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | 0.0% | +2.3% | -2.3% | -0.8% |
| 3M | +2.0% | +8.7% | -6.7% | -0.9% |
| 6M | +13.0% | +28.3% | -15.4% | +3.2% |
| YTD | +13.9% | +7.8% | +6.2% | +9.4% |
| 1Y | +20.0% | +36.6% | -16.6% | +6.2% |
| 3Y | +75.8% | +45.7% | +30.1% | +46.7% |
| 5Y | +73.8% | -3.3% | +77.2% | +63.4% |
| 10Y | +297.5% | +162.1% | +135.4% | +161.9% |
| All | +960.3% | +898.5% | +61.9% | +313.3% |
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