+420.5%
VUG vs WAT
+156.2%
+264.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +0.1% | -1.8% | +1.9% | +0.7% |
| 30D | -1.7% | -1.7% | 0.0% | -1.2% |
| 3M | +2.8% | +9.1% | -6.2% | -0.5% |
| 6M | +13.6% | +32.4% | -18.8% | +1.7% |
| YTD | +8.1% | +6.6% | +1.5% | +3.8% |
| 1Y | +13.1% | +34.7% | -21.6% | -1.0% |
| 3Y | +87.0% | +53.6% | +33.4% | +46.2% |
| 5Y | +76.0% | -4.1% | +80.0% | +65.8% |
| 10Y | +420.5% | +167.9% | +252.6% | +210.6% |
| All | +420.5% | +156.2% | +264.3% | +210.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling