+46.4%
VTRS vs WAT
-3.5%
+49.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | +3.3% | -1.9% | +5.2% | +3.8% |
| 3M | +2.0% | +13.5% | -11.5% | -1.7% |
| 6M | +19.9% | +37.2% | -17.3% | +8.7% |
| YTD | +35.7% | +7.5% | +28.2% | +31.1% |
| 1Y | +68.1% | +35.0% | +33.1% | +50.3% |
| 3Y | +87.1% | +55.1% | +32.0% | +56.1% |
| All | +46.4% | -3.5% | +49.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling