+52.9%
WAT vs VEU
+77.0%
-24.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -0.7% | +1.7% | -2.4% | -2.1% |
| 30D | -1.0% | +1.0% | -2.0% | -1.8% |
| 3M | +10.9% | +5.6% | +5.3% | +5.4% |
| 6M | +33.2% | +13.7% | +19.5% | +18.1% |
| YTD | +6.1% | +17.7% | -11.6% | -9.8% |
| 1Y | +30.2% | +25.8% | +4.5% | +3.4% |
| 3Y | +52.9% | +77.1% | -24.2% | -14.6% |
| All | +52.9% | +77.0% | -24.1% | -14.6% |
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