+658.1%
WAT vs VEU
+192.1%
+466.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.4% |
| 7D | -1.3% | +1.1% | -2.4% | -2.1% |
| 30D | +2.3% | +2.2% | +0.2% | +0.8% |
| 3M | +8.7% | +3.0% | +5.8% | +6.2% |
| 6M | +28.3% | +10.9% | +17.5% | +18.6% |
| YTD | +7.8% | +18.2% | -10.4% | -5.2% |
| 1Y | +36.6% | +28.3% | +8.3% | +13.1% |
| 3Y | +45.7% | +74.6% | -28.9% | -3.3% |
| 5Y | -3.3% | +56.4% | -59.7% | -30.5% |
| 10Y | +162.1% | +153.0% | +9.1% | +34.1% |
| All | +658.1% | +192.1% | +466.0% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling