+1,481.1%
VTR vs WAT
+5,404.3%
-3,923.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -2.4% | +2.3% | -4.8% | -2.9% |
| 3M | +14.8% | +8.7% | +6.0% | +12.7% |
| 6M | +5.3% | +28.3% | -23.0% | -0.6% |
| YTD | +18.1% | +7.8% | +10.3% | +14.9% |
| 1Y | +36.7% | +36.6% | +0.1% | +26.3% |
| 3Y | +130.1% | +45.7% | +84.4% | +104.4% |
| 5Y | +89.5% | -3.3% | +92.8% | +80.9% |
| 10Y | +87.4% | +162.1% | -74.7% | +45.7% |
| All | +1,481.1% | +5,404.3% | -3,923.2% | +702.9% |
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