+166.1%
WAT vs VEU
+155.0%
+11.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +0.8% |
| 7D | -0.3% | -1.4% | +1.2% | +1.0% |
| 30D | -1.9% | -0.4% | -1.5% | -1.5% |
| 3M | +13.5% | +2.5% | +11.0% | +10.9% |
| 6M | +37.2% | +11.1% | +26.1% | +24.5% |
| YTD | +7.5% | +16.5% | -9.0% | -6.8% |
| 1Y | +35.0% | +22.9% | +12.1% | +11.5% |
| 3Y | +55.1% | +73.4% | -18.3% | -5.3% |
| 5Y | -2.8% | +56.1% | -58.9% | -35.4% |
| All | +166.1% | +155.0% | +11.1% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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