+61.4%
VWO vs WAT
+52.2%
+9.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -1.7% | -2.9% | +1.2% | -1.3% |
| 30D | -0.3% | -3.2% | +2.9% | +0.1% |
| 3M | +4.0% | +10.6% | -6.6% | +2.4% |
| 6M | +8.1% | +34.0% | -25.9% | +3.2% |
| YTD | +11.6% | +5.7% | +5.9% | +9.9% |
| 1Y | +16.2% | +37.1% | -20.8% | +9.7% |
| All | +61.4% | +52.2% | +9.2% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling