+1,181.0%
VUG vs WAT
+1,151.4%
+29.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.2% | +3.4% | -4.6% | -2.3% |
| 30D | -8.9% | +9.6% | -18.5% | -11.8% |
| 3M | -5.9% | +15.5% | -21.4% | -10.8% |
| 6M | -3.3% | +33.9% | -37.2% | -13.5% |
| YTD | +3.4% | +25.2% | -21.8% | -6.6% |
| 1Y | +1.9% | +26.3% | -24.4% | -8.3% |
| 3Y | +76.9% | +85.8% | -8.9% | +30.7% |
| 5Y | +63.9% | +35.3% | +28.6% | +34.8% |
| 10Y | +396.2% | +231.8% | +164.4% | +179.2% |
| All | +1,181.0% | +1,151.4% | +29.7% | +356.4% |
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