+166.1%
WAT vs ITOT
+303.4%
-137.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +0.9% |
| 7D | -0.3% | -0.9% | +0.7% | +0.6% |
| 30D | -1.9% | -1.5% | -0.4% | -0.5% |
| 3M | +13.5% | +3.6% | +9.9% | +9.9% |
| 6M | +37.2% | +13.7% | +23.5% | +21.9% |
| YTD | +7.5% | +12.9% | -5.4% | -3.9% |
| 1Y | +35.0% | +17.2% | +17.8% | +16.4% |
| 3Y | +55.1% | +75.6% | -20.5% | -7.6% |
| 5Y | -2.8% | +75.5% | -78.3% | -42.2% |
| All | +166.1% | +303.4% | -137.3% | -27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling