+1,002.6%
WAT vs ITOT
+896.7%
+105.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +2.3% | 0.0% | +2.3% | +2.4% |
| 3M | +8.7% | +2.0% | +6.8% | +6.8% |
| 6M | +28.3% | +13.0% | +15.3% | +15.2% |
| YTD | +7.8% | +14.0% | -6.2% | -4.0% |
| 1Y | +36.6% | +19.9% | +16.7% | +16.2% |
| 3Y | +45.7% | +75.8% | -30.1% | -11.4% |
| 5Y | -3.3% | +73.8% | -77.2% | -40.7% |
| 10Y | +162.1% | +295.9% | -133.8% | -22.1% |
| All | +1,002.6% | +896.7% | +105.9% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling