+127.4%
VTR vs WAT
+82.3%
+45.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +0.2% | +0.6% | -0.4% | +0.2% |
| 30D | +5.5% | +5.4% | +0.1% | +5.2% |
| 3M | -0.9% | +11.3% | -12.2% | -1.4% |
| 6M | -0.4% | +37.4% | -37.8% | -2.1% |
| YTD | +17.0% | +21.2% | -4.1% | +16.0% |
| 1Y | +18.0% | +21.3% | -3.4% | +16.8% |
| 3Y | +127.4% | +83.4% | +44.0% | +110.7% |
| All | +127.4% | +82.3% | +45.0% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling