+1,250.4%
VUG vs WAT
+977.3%
+273.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.1% | -1.3% | +1.2% | +0.4% |
| 30D | -0.3% | +2.3% | -2.7% | -1.2% |
| 3M | -0.7% | +8.7% | -9.4% | -3.9% |
| 6M | +14.6% | +28.3% | -13.7% | +3.4% |
| YTD | +9.0% | +7.8% | +1.2% | +4.0% |
| 1Y | +14.9% | +36.6% | -21.7% | -0.2% |
| 3Y | +86.0% | +45.7% | +40.4% | +50.2% |
| 5Y | +76.7% | -3.3% | +80.0% | +64.8% |
| 10Y | +411.3% | +162.1% | +249.2% | +212.4% |
| All | +1,250.4% | +977.3% | +273.1% | +408.3% |
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