+165.8%
VXUS vs WAT
+511.4%
-345.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +0.5% | +3.4% | -2.9% | -0.6% |
| 30D | -2.5% | +9.6% | -12.2% | -5.5% |
| 3M | -4.6% | +15.5% | -20.1% | -9.1% |
| 6M | -2.6% | +33.9% | -36.5% | -12.0% |
| YTD | +10.4% | +25.2% | -14.8% | +0.8% |
| 1Y | +12.9% | +26.3% | -13.4% | +2.7% |
| 3Y | +68.4% | +85.8% | -17.4% | +26.8% |
| 5Y | +47.7% | +35.3% | +12.4% | +22.1% |
| 10Y | +142.2% | +231.8% | -89.6% | +27.6% |
| All | +165.8% | +511.4% | -345.5% | -3.1% |
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