+27.3%
WAT vs ITOT
+14.7%
+12.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +0.1% |
| 7D | -1.9% | -0.7% | -1.3% | -1.3% |
| 30D | +6.2% | -1.1% | +7.3% | +7.4% |
| 3M | +18.1% | -0.8% | +18.9% | +19.1% |
| 6M | +54.9% | +7.0% | +47.9% | +44.4% |
| YTD | +23.1% | +13.3% | +9.8% | +8.4% |
| 1Y | +27.3% | +14.8% | +12.5% | +11.0% |
| All | +27.3% | +14.7% | +12.6% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling