+327.8%
VWO vs WAT
+729.0%
-401.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.3% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | +1.3% | -1.0% | +2.2% | +1.5% |
| 3M | +5.1% | +10.9% | -5.8% | +0.5% |
| 6M | +12.5% | +33.2% | -20.6% | -0.9% |
| YTD | +14.0% | +6.1% | +8.0% | +9.0% |
| 1Y | +19.7% | +30.2% | -10.5% | +4.6% |
| 3Y | +66.8% | +52.9% | +13.9% | +27.6% |
| 5Y | +36.2% | -5.1% | +41.3% | +24.6% |
| 10Y | +111.0% | +152.6% | -41.6% | +11.4% |
| All | +327.8% | +729.0% | -401.2% | +11.5% |
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