+87.6%
WAT vs VEU
+71.8%
+15.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.8% |
| 7D | +0.7% | -0.5% | +1.2% | +1.2% |
| 30D | +9.0% | -1.0% | +10.0% | +9.9% |
| 3M | +13.5% | -3.6% | +17.1% | +17.1% |
| 6M | +35.3% | -1.2% | +36.4% | +35.9% |
| YTD | +24.0% | +12.0% | +12.0% | +9.9% |
| 1Y | +22.0% | +13.9% | +8.1% | +6.3% |
| All | +87.6% | +71.8% | +15.8% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling