+83.4%
WAT vs ITOT
+77.6%
+5.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +0.6% | +2.5% | -1.9% | -1.9% |
| 30D | +5.4% | -1.7% | +7.1% | +7.3% |
| 3M | +11.3% | -3.4% | +14.7% | +15.2% |
| 6M | +37.4% | +2.1% | +35.3% | +34.4% |
| YTD | +21.2% | +11.5% | +9.7% | +8.5% |
| 1Y | +21.3% | +13.6% | +7.7% | +6.5% |
| 3Y | +83.4% | +77.2% | +6.2% | -6.4% |
| All | +83.4% | +77.6% | +5.8% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling