+76.3%
VUG vs WAT
-4.5%
+80.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | -1.4% | -1.0% | -0.5% | -1.2% |
| 3M | +2.3% | +10.9% | -8.6% | -0.9% |
| 6M | +15.7% | +33.2% | -17.5% | +5.5% |
| YTD | +8.6% | +6.1% | +2.5% | +5.4% |
| 1Y | +14.1% | +30.2% | -16.2% | +3.1% |
| 3Y | +87.9% | +52.9% | +35.0% | +50.3% |
| 5Y | +76.3% | -5.1% | +81.4% | +66.7% |
| All | +76.3% | -4.5% | +80.8% | +66.7% |
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