+167.6%
VXUS vs WAT
+512.9%
-345.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.3% | +1.5% |
| 7D | +0.8% | +6.0% | -5.3% | -1.1% |
| 30D | -1.9% | +9.9% | -11.8% | -4.9% |
| 3M | -4.4% | +17.2% | -21.6% | -9.3% |
| 6M | -2.0% | +34.2% | -36.2% | -11.4% |
| YTD | +11.1% | +25.5% | -14.4% | +1.4% |
| 1Y | +15.1% | +28.3% | -13.2% | +4.2% |
| 3Y | +70.4% | +88.4% | -17.9% | +27.7% |
| 5Y | +47.2% | +36.1% | +11.0% | +21.5% |
| 10Y | +142.3% | +234.8% | -92.5% | +27.1% |
| All | +167.6% | +512.9% | -345.3% | -2.5% |
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