+58.1%
VUG vs WAT
+30.5%
+27.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | -11.1% | +5.0% | -16.0% | -12.3% |
| 3M | -7.2% | +14.5% | -21.7% | -10.8% |
| 6M | -4.1% | +30.9% | -35.1% | -11.7% |
| YTD | +1.4% | +20.5% | -19.1% | -5.2% |
| 1Y | +1.9% | +23.3% | -21.4% | -5.4% |
| 3Y | +77.7% | +81.5% | -3.7% | +34.2% |
| All | +58.1% | +30.5% | +27.7% | +36.7% |
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