+36.7%
VTR vs WAT
+41.4%
-4.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.1% |
| 7D | -1.7% | -1.3% | -0.4% | -1.8% |
| 30D | -2.4% | +2.3% | -4.8% | -2.3% |
| 3M | +14.8% | +8.7% | +6.0% | +15.5% |
| 6M | +5.3% | +28.3% | -23.0% | +7.1% |
| YTD | +18.1% | +7.8% | +10.3% | +19.1% |
| 1Y | +36.7% | +36.6% | +0.1% | +37.4% |
| All | +36.7% | +41.4% | -4.7% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling