+128.1%
VTR vs WAT
+53.4%
+74.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -2.9% | -1.8% | -1.1% | -2.8% |
| 30D | -2.8% | -1.7% | -1.1% | -2.7% |
| 3M | +9.0% | +9.1% | -0.1% | +8.4% |
| 6M | +5.0% | +32.4% | -27.5% | +2.8% |
| YTD | +16.9% | +6.6% | +10.4% | +16.5% |
| 1Y | +34.3% | +34.7% | -0.4% | +30.1% |
| All | +128.1% | +53.4% | +74.8% | +109.8% |
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 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