+137.7%
VTRS vs WAT
+10,694.9%
-10,557.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -3.5% | -1.8% | -1.7% | -3.0% |
| 30D | +2.1% | -1.7% | +3.8% | +2.5% |
| 3M | +2.6% | +9.1% | -6.5% | +0.2% |
| 6M | +17.8% | +32.4% | -14.7% | +8.7% |
| YTD | +35.7% | +6.6% | +29.1% | +31.5% |
| 1Y | +63.5% | +34.7% | +28.8% | +48.8% |
| 3Y | +85.1% | +53.6% | +31.5% | +59.9% |
| 5Y | +42.5% | -4.1% | +46.6% | +36.7% |
| 10Y | -48.2% | +167.9% | -216.1% | -62.2% |
| All | +137.7% | +10,694.9% | -10,557.2% | -11.8% |
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 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